+2,408.4%
GD vs TDY
+7,557.8%
-5,149.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.4% |
| 7D | -1.9% | -2.6% | +0.8% | -1.3% |
| 30D | +10.9% | +5.3% | +5.6% | +9.4% |
| 3M | -6.8% | -6.4% | -0.4% | -5.3% |
| 6M | +7.0% | +4.0% | +3.0% | +5.7% |
| YTD | +11.1% | +26.5% | -15.4% | +4.1% |
| 1Y | +7.0% | +24.2% | -17.2% | +0.7% |
| 3Y | +59.9% | +68.8% | -8.9% | +38.4% |
| 5Y | +102.5% | +45.9% | +56.6% | +80.3% |
| 10Y | +174.0% | +451.1% | -277.0% | +79.8% |
| All | +2,408.4% | +7,557.8% | -5,149.4% | +1,025.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling