+120.8%
GD vs TENB
+26.2%
+94.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +2.0% |
| 7D | -1.9% | -10.8% | +8.9% | -0.5% |
| 30D | +10.9% | +0.9% | +10.0% | +10.6% |
| 3M | -6.8% | +14.3% | -21.1% | -9.0% |
| 6M | +7.0% | +92.2% | -85.2% | -3.4% |
| YTD | +11.1% | +78.3% | -67.2% | +0.7% |
| 1Y | +7.0% | +49.5% | -42.5% | -0.7% |
| 3Y | +59.9% | +12.2% | +47.8% | +52.6% |
| 5Y | +102.5% | -22.4% | +124.8% | +95.7% |
| All | +120.8% | +26.2% | +94.6% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling