+165.2%
GD vs TAP
-46.0%
+211.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.8% |
| 7D | +2.7% | +1.3% | +1.4% | +2.3% |
| 30D | +8.6% | +5.7% | +2.9% | +6.6% |
| 3M | -7.1% | -1.9% | -5.2% | -6.9% |
| 6M | +7.5% | +0.9% | +6.5% | +6.3% |
| YTD | +9.9% | -9.5% | +19.4% | +11.6% |
| 1Y | +7.6% | -9.0% | +16.5% | +8.8% |
| 3Y | +56.2% | -22.2% | +78.4% | +63.1% |
| 5Y | +100.6% | +1.2% | +99.4% | +85.3% |
| All | +165.2% | -46.0% | +211.2% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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