+185.7%
GS vs TRGP
+621.9%
-436.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +0.9% | +0.8% | +0.2% | +0.6% |
| 30D | -1.6% | +11.5% | -13.1% | -5.7% |
| 3M | -4.5% | +9.0% | -13.5% | -8.1% |
| 6M | +20.9% | +20.5% | +0.4% | +11.3% |
| YTD | +19.9% | +59.5% | -39.6% | -1.5% |
| 1Y | +41.4% | +77.9% | -36.5% | +10.3% |
| 3Y | +239.2% | +253.6% | -14.4% | +104.6% |
| All | +185.7% | +621.9% | -436.2% | +24.1% |
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 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