+59.9%
GD vs TRGP
+252.5%
-192.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +1.1% |
| 7D | -1.9% | -5.8% | +3.9% | -1.1% |
| 30D | +10.9% | -1.5% | +12.4% | +11.1% |
| 3M | -6.8% | +6.1% | -12.9% | -7.6% |
| 6M | +7.0% | +14.4% | -7.4% | +4.4% |
| YTD | +11.1% | +55.3% | -44.2% | +2.8% |
| 1Y | +7.0% | +69.1% | -62.1% | -2.5% |
| 3Y | +59.9% | +254.3% | -194.4% | +26.0% |
| All | +59.9% | +252.5% | -192.6% | +26.0% |
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 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