-35.8%
TRU vs GPC
+29.3%
-65.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -9.4% | -1.8% | -7.6% | -8.7% |
| 30D | -4.1% | +0.1% | -4.2% | -4.2% |
| 3M | +13.6% | +37.4% | -23.8% | -2.3% |
| 6M | +3.6% | +25.4% | -21.9% | -7.2% |
| YTD | -9.8% | +12.2% | -22.0% | -16.8% |
| 1Y | -13.6% | -0.3% | -13.3% | -15.5% |
| 3Y | -2.0% | -1.6% | -0.4% | -8.2% |
| 5Y | -35.8% | +31.0% | -66.8% | -49.8% |
| All | -35.8% | +29.3% | -65.2% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling