+2,341.6%
GD vs TDY
+7,137.3%
-4,795.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.9% |
| 7D | -5.3% | -1.8% | -3.4% | -4.8% |
| 30D | -6.4% | -10.7% | +4.3% | -3.7% |
| 3M | +5.7% | -1.3% | +7.0% | +5.9% |
| 6M | -0.9% | -10.6% | +9.6% | +1.6% |
| YTD | +8.2% | +19.6% | -11.4% | +2.9% |
| 1Y | +13.4% | +11.6% | +1.8% | +9.7% |
| 3Y | +68.5% | +45.2% | +23.3% | +51.5% |
| 5Y | +97.2% | +36.1% | +61.1% | +78.8% |
| 10Y | +190.2% | +458.8% | -268.7% | +90.6% |
| All | +2,341.6% | +7,137.3% | -4,795.7% | +1,012.8% |
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