+96.7%
GD vs TAP
+6.9%
+89.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.0% |
| 7D | -3.9% | +7.7% | -11.6% | -5.1% |
| 30D | +8.1% | +14.4% | -6.3% | +5.6% |
| 3M | -6.8% | +2.0% | -8.8% | -7.3% |
| 6M | +3.0% | +2.5% | +0.5% | +2.2% |
| YTD | +7.8% | -6.4% | +14.2% | +8.2% |
| 1Y | +5.8% | -2.3% | +8.1% | +5.2% |
| 3Y | +55.3% | -20.3% | +75.6% | +59.4% |
| 5Y | +96.7% | +6.9% | +89.8% | +79.9% |
| All | +96.7% | +6.9% | +89.8% | +79.9% |
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 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