-24.8%
GIS vs TRGP
+82.5%
-107.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -6.4% | +0.1% | -6.4% | -6.4% |
| 30D | -6.1% | +8.0% | -14.1% | -6.4% |
| 3M | +7.8% | +8.3% | -0.4% | +7.4% |
| 6M | -8.8% | +23.9% | -32.7% | -11.2% |
| YTD | -19.1% | +59.6% | -78.8% | -24.5% |
| 1Y | -24.8% | +79.4% | -104.2% | -30.5% |
| All | -24.8% | +82.5% | -107.2% | -30.5% |
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