+192.2%
GD vs TDY
+455.3%
-263.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.4% |
| 7D | -3.1% | -1.8% | -1.3% | -2.3% |
| 30D | -10.9% | -13.8% | +2.8% | -4.8% |
| 3M | +2.5% | -3.9% | +6.4% | +4.0% |
| 6M | -1.7% | -9.0% | +7.3% | +1.9% |
| YTD | +6.1% | +16.5% | -10.4% | -2.3% |
| 1Y | +11.7% | +9.3% | +2.4% | +5.8% |
| 3Y | +71.8% | +45.1% | +26.7% | +39.7% |
| 5Y | +92.2% | +35.0% | +57.2% | +58.4% |
| 10Y | +192.2% | +469.0% | -276.8% | +16.2% |
| All | +192.2% | +455.3% | -263.1% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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