+2,189.3%
TRGP vs GFI
+304.7%
+1,884.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.4% |
| 7D | -0.6% | -5.1% | +4.6% | -0.2% |
| 30D | +10.0% | +13.4% | -3.5% | +8.8% |
| 3M | +7.6% | +36.2% | -28.6% | +4.5% |
| 6M | +26.8% | -9.8% | +36.6% | +26.8% |
| YTD | +60.6% | +7.7% | +52.9% | +57.5% |
| 1Y | +82.5% | +27.2% | +55.3% | +75.5% |
| 3Y | +265.0% | +300.3% | -35.3% | +210.7% |
| 5Y | +645.9% | +539.8% | +106.1% | +495.9% |
| 10Y | +850.6% | +1,058.5% | -207.8% | +594.5% |
| All | +2,189.3% | +304.7% | +1,884.5% | +1,756.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling