+74.4%
GD vs TDY
+48.3%
+26.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.9% |
| 7D | -5.3% | -1.8% | -3.4% | -4.7% |
| 30D | -6.4% | -10.7% | +4.3% | -2.9% |
| 3M | +5.7% | -1.3% | +7.0% | +5.9% |
| 6M | -0.9% | -10.6% | +9.6% | +2.4% |
| YTD | +8.2% | +19.6% | -11.4% | +0.9% |
| 1Y | +13.4% | +11.6% | +1.8% | +8.2% |
| All | +74.4% | +48.3% | +26.1% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling