+378.0%
TRGP vs GGLL
+210.8%
+167.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.5% | +0.5% |
| 7D | +12.4% | +7.7% | +4.7% | +11.9% |
| 30D | +2.6% | -30.2% | +32.8% | +4.5% |
| 3M | +11.9% | -31.3% | +43.1% | +13.9% |
| 6M | +13.9% | -52.1% | +66.0% | +18.8% |
| YTD | +64.2% | -25.9% | +90.0% | +63.5% |
| 1Y | +78.5% | -8.5% | +87.0% | +73.3% |
| 3Y | +272.9% | +165.5% | +107.4% | +204.0% |
| All | +378.0% | +210.8% | +167.2% | +289.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling