+25.7%
GPN vs TRU
+147.2%
-121.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | -4.3% | -2.7% | -1.6% | -2.8% |
| 30D | 0.0% | -2.0% | +2.1% | +0.9% |
| 3M | +35.8% | +18.4% | +17.4% | +23.1% |
| 6M | +22.0% | +8.9% | +13.1% | +15.5% |
| YTD | +15.2% | -8.9% | +24.1% | +19.1% |
| 1Y | +3.5% | -15.9% | +19.4% | +10.8% |
| 3Y | -26.9% | -1.1% | -25.9% | -33.8% |
| 5Y | -44.2% | -35.2% | -9.0% | -35.0% |
| All | +25.7% | +147.2% | -121.5% | -28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling