+87.9%
TRGP vs GWRE
-24.5%
+112.4%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.9% | -10.5% | -4.3% |
| 7D | -6.5% | +2.2% | -8.7% | -6.3% |
| 30D | -0.4% | +4.5% | -5.0% | -0.3% |
| 3M | +8.8% | +6.4% | +2.4% | +9.4% |
| 6M | +11.0% | +18.8% | -7.8% | +12.3% |
| YTD | +57.4% | -15.1% | +72.5% | +58.4% |
| 1Y | +87.9% | -23.4% | +111.3% | +89.0% |
| All | +87.9% | -24.5% | +112.4% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling