+620.9%
TRGP vs GFI
+524.1%
+96.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | +0.1% | -4.9% | +4.9% | +0.3% |
| 30D | +8.0% | +10.7% | -2.7% | +7.3% |
| 3M | +8.3% | +25.6% | -17.4% | +6.5% |
| 6M | +23.9% | -8.3% | +32.2% | +24.2% |
| YTD | +59.6% | +6.3% | +53.3% | +57.4% |
| 1Y | +79.4% | +22.1% | +57.4% | +73.9% |
| 3Y | +269.4% | +289.2% | -19.8% | +211.1% |
| All | +620.9% | +524.1% | +96.8% | +505.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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