+93.8%
GD vs TAP
+2.0%
+91.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.2% |
| 3M | -8.0% | -3.8% | -4.3% | -7.7% |
| 6M | +2.9% | -3.4% | +6.3% | +3.1% |
| YTD | +7.1% | -10.6% | +17.7% | +8.3% |
| 1Y | +5.9% | -4.4% | +10.3% | +5.6% |
| 3Y | +53.9% | -24.4% | +78.2% | +59.2% |
| All | +93.8% | +2.0% | +91.9% | +77.4% |
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 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