+773.0%
TRGP vs GPC
+85.0%
+688.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.6% | +3.2% |
| 7D | -5.8% | +0.4% | -6.1% | -5.9% |
| 30D | -1.5% | -1.8% | +0.3% | -1.1% |
| 3M | +6.1% | -6.6% | +12.7% | +8.7% |
| 6M | +14.4% | +21.3% | -7.0% | +0.9% |
| YTD | +55.3% | +4.3% | +51.1% | +45.2% |
| 1Y | +69.1% | +3.3% | +65.9% | +58.7% |
| 3Y | +254.3% | +0.8% | +253.5% | +213.2% |
| 5Y | +471.4% | +7.4% | +464.0% | +364.3% |
| 10Y | +773.0% | +79.2% | +693.8% | +452.3% |
| All | +773.0% | +85.0% | +688.0% | +452.3% |
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