+632.4%
GEV vs TRGP
+176.0%
+456.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.9% |
| 7D | +1.6% | +0.1% | +1.6% | +1.6% |
| 30D | -7.9% | +8.0% | -16.0% | -12.0% |
| 3M | +5.6% | +8.3% | -2.6% | -0.1% |
| 6M | +13.1% | +23.9% | -10.9% | -2.8% |
| YTD | +46.7% | +59.6% | -12.9% | +6.0% |
| 1Y | +51.3% | +79.4% | -28.1% | -1.4% |
| All | +632.4% | +176.0% | +456.4% | +285.4% |
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