+647.2%
GD vs TRGP
+2,093.5%
-1,446.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -1.5% |
| 7D | -3.9% | -12.6% | +8.7% | -1.7% |
| 30D | +8.1% | -4.5% | +12.6% | +8.8% |
| 3M | -6.8% | +4.9% | -11.7% | -7.8% |
| 6M | +3.0% | +5.6% | -2.6% | +1.5% |
| YTD | +7.8% | +50.1% | -42.3% | -0.3% |
| 1Y | +5.8% | +70.2% | -64.4% | -4.3% |
| 3Y | +55.3% | +228.5% | -173.2% | +23.5% |
| 5Y | +96.7% | +434.1% | -337.4% | +42.4% |
| 10Y | +195.4% | +793.6% | -598.2% | +75.6% |
| All | +647.2% | +2,093.5% | -1,446.3% | +206.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling