+188.5%
GD vs TRGP
+757.5%
-569.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | -0.1% |
| 7D | -5.0% | -16.0% | +11.0% | -1.9% |
| 30D | +8.9% | -6.4% | +15.4% | +10.2% |
| 3M | -8.0% | -1.0% | -7.1% | -8.1% |
| 6M | +2.9% | +7.0% | -4.1% | +1.0% |
| YTD | +7.1% | +46.1% | -39.0% | -1.1% |
| 1Y | +5.9% | +58.7% | -52.8% | -3.8% |
| 3Y | +53.9% | +221.9% | -168.0% | +20.3% |
| 5Y | +95.4% | +419.9% | -324.5% | +38.2% |
| All | +188.5% | +757.5% | -569.0% | +74.1% |
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