+7.4%
GPN vs TRU
-7.3%
+14.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.9% | +6.8% | +3.6% |
| 7D | +0.8% | -6.8% | +7.5% | +4.0% |
| 30D | +5.8% | 0.0% | +5.7% | +5.3% |
| 3M | +37.0% | +13.3% | +23.7% | +28.4% |
| 6M | +20.1% | +3.4% | +16.7% | +16.4% |
| YTD | +20.4% | -6.4% | +26.8% | +19.9% |
| 1Y | +7.4% | -9.7% | +17.1% | +5.1% |
| All | +7.4% | -7.3% | +14.7% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling