+1,034.1%
GPN vs TRI
+509.5%
+524.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.1% |
| 7D | -4.6% | -7.9% | +3.3% | -1.0% |
| 30D | -0.3% | -4.5% | +4.2% | +1.4% |
| 3M | +35.4% | +22.1% | +13.3% | +21.8% |
| 6M | +21.7% | -2.8% | +24.4% | +20.1% |
| YTD | +14.9% | -23.4% | +38.3% | +25.3% |
| 1Y | +3.2% | -41.5% | +44.7% | +27.7% |
| 3Y | -27.1% | -19.2% | -7.9% | -25.2% |
| 5Y | -44.4% | -9.4% | -35.0% | -46.5% |
| 10Y | +27.0% | +195.6% | -168.6% | -28.4% |
| All | +1,034.1% | +509.5% | +524.6% | +305.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling