+25.7%
GPN vs TRI
+196.2%
-170.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.9% |
| 7D | -4.3% | -7.9% | +3.6% | -0.3% |
| 30D | 0.0% | -4.5% | +4.5% | +1.9% |
| 3M | +35.8% | +22.1% | +13.7% | +19.9% |
| 6M | +22.0% | -2.8% | +24.8% | +20.2% |
| YTD | +15.2% | -23.4% | +38.6% | +29.1% |
| 1Y | +3.5% | -41.5% | +45.0% | +36.6% |
| 3Y | -26.9% | -19.2% | -7.7% | -27.3% |
| 5Y | -44.2% | -9.4% | -34.8% | -50.4% |
| All | +25.7% | +196.2% | -170.5% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling