+855.6%
TRGP vs GAP
+27.6%
+828.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | -0.6% | -6.3% | +5.8% | +1.1% |
| 30D | +10.0% | -0.2% | +10.2% | +9.5% |
| 3M | +7.6% | 0.0% | +7.6% | +6.5% |
| 6M | +26.8% | -8.1% | +34.9% | +26.8% |
| YTD | +60.6% | -16.5% | +77.0% | +63.4% |
| 1Y | +82.5% | -10.5% | +92.9% | +80.6% |
| 3Y | +265.0% | +104.0% | +161.0% | +149.4% |
| 5Y | +645.9% | +6.8% | +639.1% | +480.7% |
| All | +855.6% | +27.6% | +828.0% | +470.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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