+190.6%
GD vs TCOM
-9.7%
+200.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -3.5% | -7.6% | +4.1% | -2.7% |
| 30D | -9.0% | -12.2% | +3.2% | -7.8% |
| 3M | +5.1% | -14.2% | +19.3% | +6.5% |
| 6M | -1.0% | -25.0% | +24.0% | +1.7% |
| YTD | +7.3% | -43.7% | +51.0% | +13.3% |
| 1Y | +12.4% | -44.5% | +57.0% | +18.8% |
| 3Y | +73.7% | +13.4% | +60.3% | +65.9% |
| 5Y | +93.8% | +26.5% | +67.3% | +77.2% |
| 10Y | +190.6% | -10.3% | +200.9% | +161.3% |
| All | +190.6% | -9.7% | +200.3% | +161.3% |
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