+11.7%
GD vs TDY
+9.2%
+2.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -3.1% | -1.8% | -1.3% | -2.5% |
| 30D | -10.9% | -13.8% | +2.8% | -6.6% |
| 3M | +2.5% | -3.9% | +6.4% | +3.5% |
| 6M | -1.7% | -9.0% | +7.3% | +0.9% |
| YTD | +6.1% | +16.5% | -10.4% | -1.3% |
| 1Y | +11.7% | +9.3% | +2.4% | +6.2% |
| All | +11.7% | +9.2% | +2.5% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling