+70.8%
GD vs TRGP
+252.7%
-181.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -5.3% | +0.8% | -6.0% | -5.4% |
| 30D | -6.4% | +11.5% | -17.9% | -8.0% |
| 3M | +5.7% | +9.0% | -3.3% | +4.1% |
| 6M | -0.9% | +20.5% | -21.4% | -4.3% |
| YTD | +8.2% | +59.5% | -51.4% | -0.8% |
| 1Y | +13.4% | +77.9% | -64.5% | +1.7% |
| All | +70.8% | +252.7% | -181.9% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling