+643.2%
GEV vs TRGP
+179.9%
+463.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.7% | +2.4% |
| 7D | +8.1% | -0.6% | +8.7% | +8.4% |
| 30D | -1.9% | +14.6% | -16.5% | -9.2% |
| 3M | +4.1% | +11.9% | -7.9% | -3.6% |
| 6M | +23.2% | +25.3% | -2.1% | +5.3% |
| YTD | +48.9% | +61.9% | -13.0% | +6.8% |
| 1Y | +62.2% | +87.3% | -25.1% | +2.5% |
| All | +643.2% | +179.9% | +463.3% | +288.4% |
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 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