+174.0%
GD vs TD
+303.3%
-129.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -1.9% | -0.7% | -1.2% | -1.6% |
| 30D | +10.9% | +7.6% | +3.3% | +6.6% |
| 3M | -6.8% | +3.0% | -9.8% | -8.5% |
| 6M | +7.0% | +16.8% | -9.8% | -2.1% |
| YTD | +11.1% | +34.3% | -23.2% | -6.1% |
| 1Y | +7.0% | +56.0% | -48.9% | -16.7% |
| 3Y | +59.9% | +132.4% | -72.4% | -2.0% |
| 5Y | +102.5% | +103.7% | -1.2% | +31.1% |
| 10Y | +174.0% | +299.2% | -125.1% | +27.0% |
| All | +174.0% | +303.3% | -129.3% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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