+53.9%
GD vs TD
+129.3%
-75.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.5% |
| 7D | -5.0% | -1.7% | -3.3% | -4.5% |
| 30D | +8.9% | +8.2% | +0.7% | +6.4% |
| 3M | -8.0% | +1.7% | -9.8% | -8.6% |
| 6M | +2.9% | +14.2% | -11.3% | -1.6% |
| YTD | +7.1% | +32.8% | -25.7% | -2.6% |
| 1Y | +5.9% | +55.5% | -49.6% | -8.3% |
| 3Y | +53.9% | +129.6% | -75.8% | +18.1% |
| All | +53.9% | +129.3% | -75.5% | +18.1% |
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