+6.1%
GD vs TCOM
-40.4%
+46.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +0.6% | +2.2% | -1.5% | +0.6% |
| 30D | +9.5% | +12.5% | -3.0% | +8.9% |
| 3M | -5.8% | -5.6% | -0.2% | -5.8% |
| 6M | +7.7% | -16.5% | +24.2% | +8.4% |
| YTD | +11.1% | -39.4% | +50.4% | +11.4% |
| 1Y | +6.1% | -41.0% | +47.0% | +6.9% |
| All | +6.1% | -40.4% | +46.5% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling