+97.2%
GD vs TAP
+2.2%
+95.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -5.3% | -2.3% | -2.9% | -4.9% |
| 30D | -6.4% | -2.1% | -4.3% | -6.1% |
| 3M | +5.7% | +6.6% | -0.9% | +4.4% |
| 6M | -0.9% | -11.5% | +10.5% | +0.8% |
| YTD | +8.2% | -10.3% | +18.4% | +9.5% |
| 1Y | +13.4% | -14.4% | +27.8% | +15.6% |
| 3Y | +68.5% | -28.3% | +96.8% | +76.4% |
| All | +97.2% | +2.2% | +95.0% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling