-24.9%
GFS vs TRGP
+218.9%
-243.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.7% | +8.9% | +6.9% |
| 7D | -7.8% | -16.0% | +8.2% | -3.5% |
| 30D | -19.7% | -6.4% | -13.2% | -18.2% |
| 3M | -23.1% | -1.0% | -22.2% | -23.4% |
| 6M | -46.4% | +7.0% | -53.3% | -48.1% |
| YTD | +11.0% | +46.1% | -35.1% | -4.0% |
| 1Y | +12.6% | +58.7% | -46.0% | -5.7% |
| 3Y | -24.9% | +221.9% | -246.8% | -41.6% |
| All | -24.9% | +218.9% | -243.9% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling