+636.6%
TRGP vs GAP
+6.6%
+630.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.4% |
| 7D | -0.7% | -3.2% | +2.5% | -0.3% |
| 30D | +9.5% | -0.7% | +10.2% | +9.3% |
| 3M | +10.8% | -0.5% | +11.3% | +10.4% |
| 6M | +25.3% | -5.0% | +30.3% | +24.9% |
| YTD | +60.3% | -14.7% | +74.9% | +61.6% |
| 1Y | +84.6% | -8.6% | +93.2% | +83.3% |
| 3Y | +264.4% | +108.4% | +156.0% | +197.1% |
| 5Y | +636.6% | +5.8% | +630.8% | +518.7% |
| All | +636.6% | +6.6% | +630.0% | +518.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling