-2.7%
GFS vs TRGP
+499.3%
-502.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.8% |
| 7D | +2.6% | -0.6% | +3.2% | +2.8% |
| 30D | -16.4% | +14.6% | -31.0% | -20.9% |
| 3M | -41.6% | +11.9% | -53.5% | -44.6% |
| 6M | -3.7% | +25.3% | -29.0% | -13.0% |
| YTD | +29.3% | +61.9% | -32.6% | +5.0% |
| 1Y | +37.1% | +87.3% | -50.2% | +4.0% |
| 3Y | -22.1% | +268.0% | -290.1% | -57.0% |
| All | -2.7% | +499.3% | -502.0% | -58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling