+97.2%
GD vs TCOM
+30.8%
+66.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -5.3% | -9.5% | +4.3% | -4.9% |
| 30D | -6.4% | -10.7% | +4.3% | -6.1% |
| 3M | +5.7% | -14.6% | +20.3% | +6.2% |
| 6M | -0.9% | -19.3% | +18.4% | -0.3% |
| YTD | +8.2% | -42.9% | +51.1% | +10.0% |
| 1Y | +13.4% | -43.8% | +57.2% | +15.4% |
| 3Y | +68.5% | +2.1% | +66.4% | +68.2% |
| All | +97.2% | +30.8% | +66.4% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling