+19,851.2%
GD vs TAP
+825.0%
+19,026.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| 6M | -0.9% | -11.5% | +10.5% | +0.8% |
| YTD | +8.2% | -10.3% | +18.4% | +9.6% |
| 1Y | +13.4% | -14.4% | +27.8% | +15.6% |
| 3Y | +68.5% | -28.3% | +96.8% | +75.7% |
| 5Y | +97.2% | +1.7% | +95.4% | +91.5% |
| 10Y | +190.2% | -49.2% | +239.4% | +204.7% |
| All | +19,851.2% | +825.0% | +19,026.2% | +15,321.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling