+401.3%
GH vs TRGP
+548.7%
-147.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -0.1% | +0.8% | -0.8% | -0.2% |
| 30D | -1.1% | +11.5% | -12.6% | -3.7% |
| 3M | +21.3% | +9.0% | +12.3% | +18.4% |
| 6M | +73.5% | +20.5% | +53.0% | +64.9% |
| YTD | +58.0% | +59.5% | -1.5% | +40.4% |
| 1Y | +163.1% | +77.9% | +85.1% | +126.8% |
| 3Y | +361.0% | +253.6% | +107.5% | +240.6% |
| 5Y | +22.5% | +615.5% | -592.9% | -20.4% |
| All | +401.3% | +548.7% | -147.5% | +252.1% |
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