+848.9%
TRGP vs GPC
+83.6%
+765.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -0.7% | -0.6% | -0.1% | -0.5% |
| 30D | +9.5% | +1.3% | +8.2% | +8.5% |
| 3M | +10.8% | +37.1% | -26.3% | -6.9% |
| 6M | +25.3% | +23.2% | +2.1% | +10.3% |
| YTD | +60.3% | +13.1% | +47.2% | +45.1% |
| 1Y | +84.6% | +0.9% | +83.7% | +77.3% |
| 3Y | +264.4% | -0.8% | +265.2% | +229.7% |
| 5Y | +636.6% | +31.1% | +605.5% | +432.5% |
| 10Y | +848.9% | +87.4% | +761.5% | +486.8% |
| All | +848.9% | +83.6% | +765.3% | +486.8% |
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