+248.2%
TRGP vs GPC
+2.3%
+245.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +3.4% |
| 7D | -7.2% | +0.8% | -8.0% | -7.2% |
| 30D | -4.2% | -1.1% | -3.1% | -4.1% |
| 3M | +7.0% | -6.6% | +13.6% | +7.2% |
| 6M | +11.2% | +22.2% | -11.0% | +9.3% |
| YTD | +51.1% | +5.1% | +46.0% | +50.1% |
| 1Y | +62.0% | +2.8% | +59.2% | +61.4% |
| 3Y | +248.2% | +2.4% | +245.8% | +239.8% |
| All | +248.2% | +2.3% | +245.9% | +239.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling