+218.7%
TRU vs GPC
+102.6%
+116.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.2% |
| 7D | -2.7% | -3.2% | +0.5% | -1.2% |
| 30D | -2.0% | +0.5% | -2.6% | -2.4% |
| 3M | +18.4% | +31.7% | -13.3% | +3.1% |
| 6M | +8.9% | +24.7% | -15.9% | -2.9% |
| YTD | -8.9% | +11.8% | -20.7% | -15.7% |
| 1Y | -15.9% | -3.0% | -12.9% | -16.5% |
| 3Y | -1.1% | -1.1% | 0.0% | -6.5% |
| 5Y | -35.2% | +30.5% | -65.7% | -47.3% |
| 10Y | +145.3% | +85.2% | +60.1% | +58.5% |
| All | +218.7% | +102.6% | +116.1% | +93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling