+755.9%
GS vs TRGP
+2,231.3%
-1,475.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +0.9% | +0.8% | +0.2% | +0.7% |
| 30D | -1.6% | +11.5% | -13.1% | -4.7% |
| 3M | -4.5% | +9.0% | -13.5% | -7.2% |
| 6M | +20.9% | +20.5% | +0.4% | +13.8% |
| YTD | +19.9% | +59.5% | -39.6% | +4.4% |
| 1Y | +41.4% | +77.9% | -36.5% | +19.0% |
| 3Y | +239.2% | +253.6% | -14.4% | +137.1% |
| 5Y | +185.0% | +615.5% | -430.4% | +63.7% |
| 10Y | +655.0% | +897.1% | -242.1% | +234.7% |
| All | +755.9% | +2,231.3% | -1,475.4% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling