-1.9%
TRU vs GPC
-1.1%
-0.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -6.5% | -0.6% | -5.9% | -6.3% |
| 30D | -2.5% | +1.3% | -3.8% | -3.0% |
| 3M | +10.4% | +37.1% | -26.7% | -2.1% |
| 6M | +1.6% | +23.2% | -21.5% | -6.4% |
| YTD | -9.7% | +13.1% | -22.8% | -16.0% |
| 1Y | -17.3% | +0.9% | -18.1% | -19.5% |
| All | -1.9% | -1.1% | -0.8% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 3y: compounded portfolio wealth divided by compounded GPC 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…
3y analysis · Full analysis span regression · 6 months rolling