+5.9%
GD vs TAP
-6.0%
+11.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.3% |
| 7D | -5.0% | +0.5% | -5.5% | -5.0% |
| 30D | +8.9% | +9.1% | -0.2% | +8.2% |
| 3M | -8.0% | -3.8% | -4.3% | -8.1% |
| 6M | +2.9% | -3.4% | +6.3% | +2.8% |
| YTD | +7.1% | -10.6% | +17.7% | +6.4% |
| 1Y | +5.9% | -4.4% | +10.3% | +4.4% |
| All | +5.9% | -6.0% | +11.9% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling