Long Run GPT

The chart shows the growth of an initial investment of $10,000 in Long Run GPT, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since Feb 16, 2022, Long Run GPT's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, your investment would double in approximately 7.3 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2023 with a return of +8.2%, while the worst month was Sep 2022 at -7.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Long Run GPT closed higher 53% of trading days. The best single day was Apr 10, 2025 with a return of +4.0%, while the worst single day was Apr 4, 2025 at -4.3%.

Long Run GPT has an annualized alpha of 5.22%, beta of 0.42, and R² of 0.31 versus S&P 500 Index. Calculated based on daily prices since February 16, 2022.

• This portfolio participated in 78.72% of S&P 500 Index downside but only 77.39% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.42 may look defensive, but with R² of 0.31 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.31 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Long Run GPT has an expense ratio of 0.18%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Long Run GPT ranks 71 for risk / return — better than 71% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Long Run GPT Sharpe ratios as of Apr 7, 2026 (values are recalculated daily):

• 1-Year: 2.09
• All Time: 0.69

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.63 to 2.54, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Long Run GPT compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Long Run GPT provided a 1.13% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Long Run GPT. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Long Run GPT was 20.09%, occurring on Oct 12, 2022. Recovery took 196 trading sessions.

The current Long Run GPT drawdown is 5.05%.

The chart below shows the rolling one-month volatility.