+164.9%
GD vs TRGP
+819.3%
-654.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.4% |
| 7D | +1.9% | +9.0% | -7.1% | +0.2% |
| 30D | +9.2% | +1.5% | +7.7% | +8.8% |
| 3M | -7.5% | +10.7% | -18.2% | -9.4% |
| 6M | +5.8% | +17.1% | -11.4% | +2.1% |
| YTD | +9.8% | +63.6% | -53.8% | -0.7% |
| 1Y | +5.8% | +77.0% | -71.2% | -5.8% |
| 3Y | +58.0% | +273.2% | -215.1% | +20.2% |
| 5Y | +100.4% | +508.6% | -408.2% | +37.9% |
| All | +164.9% | +819.3% | -654.4% | +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