+54.9%
GD vs TD
+130.6%
-75.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.2% |
| 7D | -3.9% | -3.2% | -0.7% | -3.0% |
| 30D | +8.1% | +4.9% | +3.2% | +6.5% |
| 3M | -6.8% | +2.3% | -9.1% | -7.5% |
| 6M | +3.0% | +17.8% | -14.8% | -2.4% |
| YTD | +7.8% | +33.5% | -25.7% | -2.1% |
| 1Y | +5.8% | +55.9% | -50.1% | -8.5% |
| All | +54.9% | +130.6% | -75.8% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling