+4,020.2%
GD vs TD
+8,030.9%
-4,010.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -0.8% |
| 7D | -3.9% | -3.2% | -0.7% | -2.8% |
| 30D | +8.1% | +4.9% | +3.2% | +6.1% |
| 3M | -6.8% | +2.3% | -9.1% | -7.8% |
| 6M | +3.0% | +17.8% | -14.8% | -3.5% |
| YTD | +7.8% | +33.5% | -25.7% | -3.9% |
| 1Y | +5.8% | +55.9% | -50.1% | -11.0% |
| 3Y | +55.3% | +131.5% | -76.2% | +11.5% |
| 5Y | +96.7% | +103.3% | -6.7% | +46.7% |
| 10Y | +195.4% | +308.6% | -113.2% | +70.4% |
| All | +4,020.2% | +8,030.9% | -4,010.7% | +1,164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling