+171.3%
GD vs TCOM
+4.3%
+167.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -5.0% | +12.1% | -17.0% | -6.1% |
| 30D | +8.9% | +16.5% | -7.6% | +7.2% |
| 3M | -8.0% | -4.0% | -4.0% | -7.8% |
| 6M | +2.9% | -18.5% | +21.4% | +4.8% |
| YTD | +7.1% | -38.3% | +45.4% | +11.9% |
| 1Y | +5.9% | -36.6% | +42.5% | +10.3% |
| 3Y | +53.9% | +31.1% | +22.7% | +44.8% |
| 5Y | +95.4% | +47.6% | +47.8% | +75.1% |
| All | +171.3% | +4.3% | +167.0% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling