+93.8%
GD vs TDY
+36.7%
+57.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | -3.5% | -0.9% | -2.6% | -3.2% |
| 30D | -9.0% | -12.5% | +3.4% | -4.5% |
| 3M | +5.1% | -1.2% | +6.3% | +5.3% |
| 6M | -1.0% | -6.6% | +5.6% | +1.0% |
| YTD | +7.3% | +18.5% | -11.2% | -0.3% |
| 1Y | +12.4% | +10.8% | +1.7% | +7.0% |
| 3Y | +73.7% | +47.5% | +26.2% | +45.9% |
| 5Y | +93.8% | +35.8% | +58.0% | +63.6% |
| All | +93.8% | +36.7% | +57.1% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling