+650.0%
GD vs TRGP
+2,231.3%
-1,581.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.3% |
| 3M | +5.7% | +9.0% | -3.3% | +3.8% |
| 6M | -0.9% | +20.5% | -21.4% | -4.6% |
| YTD | +8.2% | +59.5% | -51.4% | -0.9% |
| 1Y | +13.4% | +77.9% | -64.5% | +1.7% |
| 3Y | +68.5% | +253.6% | -185.1% | +32.3% |
| 5Y | +97.2% | +615.5% | -518.3% | +36.0% |
| 10Y | +190.2% | +897.1% | -706.9% | +69.4% |
| All | +650.0% | +2,231.3% | -1,581.3% | +204.5% |
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