+51.3%
GEV vs TRGP
+82.5%
-31.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.6% |
| 7D | +1.6% | +0.1% | +1.6% | +1.6% |
| 30D | -7.9% | +8.0% | -16.0% | -7.7% |
| 3M | +5.6% | +8.3% | -2.6% | +5.9% |
| 6M | +13.1% | +23.9% | -10.9% | +11.6% |
| YTD | +46.7% | +59.6% | -12.9% | +42.1% |
| 1Y | +51.3% | +79.4% | -28.1% | +42.5% |
| All | +51.3% | +82.5% | -31.2% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling