+165.2%
GD vs TRGP
+822.5%
-657.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.7% | +12.4% | -9.7% | +0.4% |
| 30D | +8.6% | +2.6% | +6.0% | +8.0% |
| 3M | -7.1% | +11.9% | -18.9% | -9.2% |
| 6M | +7.5% | +13.9% | -6.5% | +4.3% |
| YTD | +9.9% | +64.2% | -54.3% | -0.6% |
| 1Y | +7.6% | +78.5% | -70.9% | -4.4% |
| 3Y | +56.2% | +272.9% | -216.7% | +18.9% |
| 5Y | +100.6% | +510.7% | -410.1% | +37.9% |
| All | +165.2% | +822.5% | -657.3% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling