+269.4%
TRGP vs GNRC
+61.6%
+207.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -0.9% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +8.0% | -15.7% | +23.8% | +10.2% |
| 3M | +8.3% | -27.3% | +35.6% | +12.1% |
| 6M | +23.9% | -12.1% | +36.0% | +23.5% |
| YTD | +59.6% | +37.1% | +22.5% | +46.1% |
| 1Y | +79.4% | -0.5% | +79.9% | +73.0% |
| 3Y | +269.4% | +61.5% | +207.9% | +237.2% |
| All | +269.4% | +61.6% | +207.8% | +237.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling