+74.2%
GPN vs TRU
+226.0%
-151.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.3% |
| 7D | -6.2% | -6.5% | +0.2% | -3.0% |
| 30D | +1.0% | -2.5% | +3.5% | +2.1% |
| 3M | +36.9% | +10.4% | +26.5% | +29.0% |
| 6M | +16.8% | +1.6% | +15.1% | +14.8% |
| YTD | +13.2% | -9.7% | +22.9% | +17.6% |
| 1Y | +1.4% | -17.3% | +18.7% | +9.5% |
| 3Y | -28.6% | -1.8% | -26.8% | -34.9% |
| 5Y | -47.0% | -36.2% | -10.8% | -38.6% |
| 10Y | +25.2% | +143.2% | -118.1% | -27.7% |
| All | +74.2% | +226.0% | -151.8% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling