+75.8%
GM vs TRGP
+628.1%
-552.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.1% |
| 3M | +6.1% | +8.3% | -2.1% | +2.1% |
| 6M | +15.0% | +23.9% | -8.9% | +3.7% |
| YTD | +6.0% | +59.6% | -53.7% | -14.6% |
| 1Y | +47.1% | +79.4% | -32.3% | +11.8% |
| 3Y | +170.5% | +269.4% | -98.9% | +36.0% |
| All | +75.8% | +628.1% | -552.3% | -42.2% |
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