+325.3%
TRGP vs GGLL
+188.6%
+136.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.7% |
| 7D | -16.0% | +3.1% | -19.1% | -16.2% |
| 30D | -6.4% | -36.3% | +29.9% | -4.2% |
| 3M | -1.0% | -40.4% | +39.4% | +1.8% |
| 6M | +7.0% | -54.6% | +61.6% | +11.8% |
| YTD | +46.1% | -31.1% | +77.2% | +46.2% |
| 1Y | +58.7% | -19.2% | +77.9% | +55.5% |
| 3Y | +221.9% | +151.5% | +70.4% | +162.8% |
| All | +325.3% | +188.6% | +136.7% | +247.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling