+339.9%
TRGP vs GGLL
+195.8%
+144.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +3.3% |
| 7D | -7.2% | +6.3% | -13.5% | -7.5% |
| 30D | -4.2% | -35.1% | +30.9% | -2.0% |
| 3M | +7.0% | -37.7% | +44.6% | +9.6% |
| 6M | +11.2% | -54.1% | +65.3% | +16.3% |
| YTD | +51.1% | -29.4% | +80.5% | +50.9% |
| 1Y | +62.0% | -13.4% | +75.4% | +57.8% |
| 3Y | +248.2% | +158.3% | +89.9% | +183.8% |
| All | +339.9% | +195.8% | +144.1% | +259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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