+417.9%
GE vs TRGP
+639.4%
-221.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.5% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | -11.3% | +9.5% | -20.7% | -13.8% |
| 3M | -1.4% | +10.8% | -12.2% | -5.3% |
| 6M | +1.2% | +25.3% | -24.1% | -7.7% |
| YTD | +5.9% | +60.3% | -54.3% | -12.1% |
| 1Y | +18.4% | +84.6% | -66.2% | -7.7% |
| 3Y | +271.0% | +264.4% | +6.6% | +118.9% |
| 5Y | +417.9% | +636.6% | -218.6% | +103.5% |
| All | +417.9% | +639.4% | -221.5% | +103.5% |
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 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