-18.0%
GIS vs TRGP
+80.7%
-98.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.4% |
| 7D | -7.8% | +0.8% | -8.6% | -7.9% |
| 30D | +6.6% | +11.5% | -4.9% | +6.2% |
| 3M | +21.0% | +9.0% | +12.0% | +20.4% |
| 6M | -9.1% | +20.5% | -29.6% | -10.9% |
| YTD | -13.6% | +59.5% | -73.1% | -18.8% |
| 1Y | -18.0% | +77.9% | -95.9% | -23.6% |
| All | -18.0% | +80.7% | -98.7% | -23.6% |
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 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