+448.8%
GS vs TRGP
+793.1%
-344.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.4% |
| 7D | +1.6% | -5.8% | +7.3% | +3.3% |
| 30D | +1.7% | -1.5% | +3.1% | +1.8% |
| 3M | -11.6% | +6.1% | -17.7% | -13.7% |
| 6M | -1.9% | +14.4% | -16.3% | -6.8% |
| YTD | +5.1% | +55.3% | -50.3% | -9.5% |
| 1Y | +16.4% | +69.1% | -52.7% | -2.4% |
| 3Y | +199.0% | +254.3% | -55.3% | +100.5% |
| 5Y | +157.4% | +471.4% | -314.0% | +47.9% |
| All | +448.8% | +793.1% | -344.2% | +134.5% |
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