+7.6%
GD vs TAP
-7.2%
+14.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.1% |
| 7D | +2.7% | +1.3% | +1.4% | +2.6% |
| 30D | +8.6% | +5.7% | +2.9% | +8.1% |
| 3M | -7.1% | -1.9% | -5.2% | -7.2% |
| 6M | +7.5% | +0.9% | +6.5% | +7.2% |
| YTD | +9.9% | -9.5% | +19.4% | +9.1% |
| 1Y | +7.6% | -9.0% | +16.5% | +6.5% |
| All | +7.6% | -7.2% | +14.8% | +6.5% |
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