+87.6%
GIS vs TRGP
+2,265.4%
-2,177.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -1.6% |
| 7D | -8.3% | -0.6% | -7.7% | -8.3% |
| 30D | +2.2% | +14.6% | -12.4% | +1.8% |
| 3M | +15.7% | +11.9% | +3.8% | +15.3% |
| 6M | -12.0% | +25.3% | -37.2% | -12.6% |
| YTD | -15.0% | +61.9% | -76.8% | -16.2% |
| 1Y | -20.1% | +87.3% | -107.4% | -21.6% |
| 3Y | -34.6% | +268.0% | -302.6% | -37.4% |
| 5Y | -22.8% | +638.2% | -661.1% | -27.9% |
| 10Y | -18.5% | +821.9% | -840.4% | -24.4% |
| All | +87.6% | +2,265.4% | -2,177.8% | +43.3% |
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