+231.1%
GM vs TRGP
+863.3%
-632.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -1.1% | +8.0% | -9.1% | -3.8% |
| 3M | +6.1% | +8.3% | -2.1% | +2.6% |
| 6M | +15.0% | +23.9% | -8.9% | +5.4% |
| YTD | +6.0% | +59.6% | -53.7% | -11.1% |
| 1Y | +47.1% | +79.4% | -32.3% | +17.9% |
| 3Y | +170.5% | +269.4% | -98.9% | +65.5% |
| 5Y | +80.5% | +641.6% | -561.2% | -13.2% |
| All | +231.1% | +863.3% | -632.2% | +18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling