+1,382.5%
TRV vs GPN
+2,494.6%
-1,112.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | 0.0% |
| 7D | -1.5% | -3.5% | +2.0% | -0.5% |
| 30D | -1.8% | +3.1% | -4.9% | -2.9% |
| 3M | +21.6% | +42.3% | -20.7% | +9.2% |
| 6M | +22.5% | +20.9% | +1.6% | +14.5% |
| YTD | +28.1% | +15.2% | +12.9% | +20.6% |
| 1Y | +37.0% | +5.4% | +31.6% | +31.9% |
| 3Y | +141.9% | -27.4% | +169.3% | +152.0% |
| 5Y | +158.5% | -44.2% | +202.7% | +181.1% |
| 10Y | +297.5% | +27.4% | +270.2% | +234.6% |
| All | +1,382.5% | +2,494.6% | -1,112.2% | +614.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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