+613.5%
GS vs TRGP
+2,035.2%
-1,421.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.3% |
| 7D | -3.2% | -16.0% | +12.8% | +1.2% |
| 30D | -2.4% | -6.4% | +4.0% | -1.0% |
| 3M | -15.7% | -1.0% | -14.8% | -16.1% |
| 6M | -6.8% | +7.0% | -13.7% | -9.4% |
| YTD | -0.1% | +46.1% | -46.2% | -11.2% |
| 1Y | +12.1% | +58.7% | -46.6% | -2.8% |
| 3Y | +185.8% | +221.9% | -36.1% | +104.4% |
| 5Y | +140.1% | +419.9% | -279.8% | +49.3% |
| 10Y | +505.2% | +769.8% | -264.5% | +177.0% |
| All | +613.5% | +2,035.2% | -1,421.7% | +78.0% |
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