-25.2%
GIS vs TRGP
+627.0%
-652.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -8.4% | -0.6% | -7.9% | -8.4% |
| 30D | -5.2% | +10.0% | -15.2% | -5.4% |
| 3M | +8.2% | +7.6% | +0.6% | +7.9% |
| 6M | -12.0% | +26.8% | -38.8% | -12.8% |
| YTD | -18.9% | +60.6% | -79.4% | -20.2% |
| 1Y | -23.6% | +82.5% | -106.1% | -25.2% |
| 3Y | -37.6% | +265.0% | -302.6% | -42.3% |
| 5Y | -25.2% | +645.9% | -671.1% | -34.0% |
| All | -25.2% | +627.0% | -652.2% | -34.0% |
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