+810.9%
TRGP vs GPC
+74.9%
+736.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +12.4% | +0.4% | +11.9% | +12.1% |
| 30D | +2.6% | -6.3% | +8.9% | +5.3% |
| 3M | +11.9% | -8.2% | +20.0% | +15.5% |
| 6M | +13.9% | +27.1% | -13.2% | -1.9% |
| YTD | +64.2% | +3.1% | +61.1% | +54.3% |
| 1Y | +78.5% | +0.1% | +78.4% | +70.2% |
| 3Y | +272.9% | +0.2% | +272.7% | +230.0% |
| 5Y | +510.7% | +4.9% | +505.9% | +403.4% |
| All | +810.9% | +74.9% | +736.0% | +484.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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