+35.8%
GFS vs TRGP
+80.7%
-44.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.5% |
| 7D | +1.0% | +0.8% | +0.2% | +1.0% |
| 30D | -8.6% | +11.5% | -20.1% | -9.2% |
| 3M | -46.5% | +9.0% | -55.5% | -46.8% |
| 6M | -4.8% | +20.5% | -25.3% | -6.4% |
| YTD | +29.7% | +59.5% | -29.9% | +22.5% |
| 1Y | +35.8% | +77.9% | -42.1% | +25.0% |
| All | +35.8% | +80.7% | -44.9% | +25.0% |
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