Air Carrier Captain reported receiving an GPWS Terrain Warning while on approach.

Narrative

During our flight from ZZZ1 to ZZZ. ATC giving vectors for a visual approach Runway XX. We were using the RNAV (GPS) XX as reference. After ATC gave us a lower altitude (4000 ft.) ATC asked if we have the field in sight to what we answered ''affirmative''. As we continued the descend and due to the GPS approach having different courses from fix to fix we couldn't rely on it as a source of lateral navigation. Once cleared for the approach started to turn inbound towards the runway but the sun (sunlight) was hitting us directly so it impaired a clear visual of the airport; combining this with the rate of descent as we are turning inbound the aircraft gave us the ''terrain; terrain'' aural warnings; we promptly executed an escape maneuver even though we could visually verify that we are clear of terrain. After a go-around we got vectored inbound and continued to an uneventful landing. As suggestion is to maintain awareness to include the sun and sunlight. Even though it was clear skies the sun definitely impaired our vision as we turned towards the runway. Always practice good communication and good judgment with the other pilot. Adhere to FOM and procedures which was what we did and we were safe and landed without an issue.