+97.2%
GD vs TRGP
+621.9%
-524.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -5.3% | +0.8% | -6.0% | -5.4% |
| 30D | -6.4% | +11.5% | -17.9% | -8.8% |
| 3M | +5.7% | +9.0% | -3.3% | +3.2% |
| 6M | -0.9% | +20.5% | -21.4% | -5.8% |
| YTD | +8.2% | +59.5% | -51.4% | -4.2% |
| 1Y | +13.4% | +77.9% | -64.5% | -2.6% |
| 3Y | +68.5% | +253.6% | -185.1% | +14.9% |
| All | +97.2% | +621.9% | -524.7% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling