+100.4%
GD vs TCOM
+40.9%
+59.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | +1.9% | -1.4% | +3.3% | +1.9% |
| 30D | +9.2% | +11.5% | -2.3% | +8.8% |
| 3M | -7.5% | -5.2% | -2.3% | -7.3% |
| 6M | +5.8% | -16.9% | +22.7% | +6.3% |
| YTD | +9.8% | -39.9% | +49.7% | +11.4% |
| 1Y | +5.8% | -42.1% | +47.8% | +7.4% |
| 3Y | +58.0% | +28.0% | +30.0% | +57.2% |
| 5Y | +100.4% | +40.4% | +60.0% | +99.8% |
| All | +100.4% | +40.9% | +59.5% | +99.8% |
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