+5.5%
GD vs TRGP
+60.7%
-55.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.4% | -1.2% | +2.0% |
| 7D | -3.0% | -7.2% | +4.1% | -2.5% |
| 30D | +9.3% | -4.2% | +13.5% | +9.7% |
| 3M | -7.2% | +7.0% | -14.2% | -7.1% |
| 6M | +5.5% | +11.2% | -5.8% | +4.6% |
| YTD | +9.5% | +51.1% | -41.6% | +3.9% |
| All | +5.5% | +60.7% | -55.3% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling