+500.9%
TRGP vs GTLB
-49.4%
+550.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | +0.3% |
| 7D | +12.4% | -0.7% | +13.1% | +12.4% |
| 30D | +2.6% | -10.2% | +12.8% | +3.4% |
| 3M | +11.9% | +10.1% | +1.8% | +10.7% |
| 6M | +13.9% | +116.5% | -102.5% | +5.8% |
| YTD | +64.2% | +27.2% | +37.0% | +59.1% |
| 1Y | +78.5% | +8.6% | +69.9% | +75.3% |
| 3Y | +272.9% | +5.6% | +267.3% | +257.5% |
| 5Y | +510.7% | -61.8% | +572.5% | +474.3% |
| All | +500.9% | -49.4% | +550.2% | +454.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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