+478.5%
GS vs TRGP
+772.2%
-293.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.4% | +1.2% | +3.7% |
| 7D | +0.8% | -7.2% | +8.0% | +3.0% |
| 30D | +1.2% | -4.2% | +5.4% | +2.2% |
| 3M | -12.4% | +7.0% | -19.4% | -14.7% |
| 6M | -2.3% | +11.2% | -13.6% | -6.5% |
| YTD | +4.6% | +51.1% | -46.5% | -9.2% |
| 1Y | +17.5% | +62.0% | -44.5% | -0.2% |
| 3Y | +202.0% | +248.2% | -46.2% | +103.7% |
| 5Y | +152.4% | +432.4% | -280.0% | +48.0% |
| 10Y | +478.5% | +739.5% | -261.0% | +152.1% |
| All | +478.5% | +772.2% | -293.7% | +152.1% |
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