+53.9%
GD vs TAP
-23.7%
+77.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.1% |
| 7D | -5.0% | +0.5% | -5.5% | -5.1% |
| 30D | +8.9% | +9.1% | -0.2% | +7.6% |
| 3M | -8.0% | -3.8% | -4.3% | -7.8% |
| 6M | +2.9% | -3.4% | +6.3% | +3.0% |
| YTD | +7.1% | -10.6% | +17.7% | +7.9% |
| 1Y | +5.9% | -4.4% | +10.3% | +5.5% |
| 3Y | +53.9% | -24.4% | +78.2% | +56.9% |
| All | +53.9% | -23.7% | +77.5% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling