+142.4%
GILD vs TRGP
+628.1%
-485.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | +5.8% | +8.0% | -2.3% | +5.0% |
| 3M | +14.9% | +8.3% | +6.7% | +14.0% |
| 6M | -0.4% | +23.9% | -24.3% | -2.6% |
| YTD | +18.5% | +59.6% | -41.1% | +13.2% |
| 1Y | +25.1% | +79.4% | -54.3% | +18.1% |
| 3Y | +105.9% | +269.4% | -163.5% | +80.0% |
| All | +142.4% | +628.1% | -485.7% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling