+170.6%
GD vs TCOM
+7.7%
+162.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +0.6% | +2.2% | -1.5% | +0.4% |
| 30D | +9.5% | +12.5% | -3.0% | +8.1% |
| 3M | -5.8% | -5.6% | -0.2% | -5.4% |
| 6M | +7.7% | -16.5% | +24.2% | +9.4% |
| YTD | +11.1% | -39.4% | +50.4% | +16.3% |
| 1Y | +6.1% | -41.0% | +47.0% | +11.4% |
| 3Y | +59.8% | +29.2% | +30.6% | +50.5% |
| 5Y | +104.6% | +41.6% | +63.0% | +84.5% |
| 10Y | +170.6% | +6.6% | +163.9% | +137.2% |
| All | +170.6% | +7.7% | +162.9% | +137.2% |
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