+500.5%
TRGP vs GME
-49.3%
+549.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | +12.4% | +2.9% | +9.5% | +12.2% |
| 30D | +2.6% | -4.8% | +7.4% | +2.8% |
| 3M | +11.9% | +39.2% | -27.3% | +10.2% |
| 6M | +13.9% | +17.1% | -3.2% | +13.0% |
| YTD | +64.2% | +28.7% | +35.5% | +61.7% |
| 1Y | +78.5% | +23.3% | +55.2% | +76.1% |
| 3Y | +272.9% | +112.9% | +160.0% | +226.2% |
| All | +500.5% | -49.3% | +549.8% | +463.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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