+850.1%
TRGP vs GWRE
+131.0%
+719.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +0.1% | -13.2% | +13.3% | +3.4% |
| 30D | +8.0% | -18.6% | +26.6% | +12.3% |
| 3M | +8.3% | +18.9% | -10.6% | +0.4% |
| 6M | +23.9% | -11.0% | +34.9% | +22.3% |
| YTD | +59.6% | -29.9% | +89.5% | +68.0% |
| 1Y | +79.4% | -44.3% | +123.8% | +102.6% |
| 3Y | +269.4% | +51.7% | +217.8% | +176.0% |
| 5Y | +641.6% | +15.4% | +626.2% | +503.3% |
| All | +850.1% | +131.0% | +719.2% | +526.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling