+154.7%
GS vs TRGP
+500.4%
-345.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.9% |
| 7D | +5.1% | +9.0% | -3.9% | +2.2% |
| 30D | +2.4% | +1.5% | +0.9% | +1.5% |
| 3M | -11.5% | +10.7% | -22.2% | -15.2% |
| 6M | -2.5% | +17.1% | -19.6% | -9.2% |
| YTD | +5.5% | +63.6% | -58.2% | -14.6% |
| 1Y | +11.0% | +77.0% | -65.9% | -13.1% |
| 3Y | +200.1% | +273.2% | -73.1% | +76.6% |
| 5Y | +154.7% | +508.6% | -353.9% | +16.7% |
| All | +154.7% | +500.4% | -345.7% | +16.7% |
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