+117.6%
GD vs TENB
+31.4%
+86.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +1.8% |
| 7D | -3.0% | -8.0% | +4.9% | -2.1% |
| 30D | +9.3% | +5.0% | +4.3% | +8.4% |
| 3M | -7.2% | +20.0% | -27.2% | -10.0% |
| 6M | +5.5% | +100.0% | -94.6% | -5.2% |
| YTD | +9.5% | +85.6% | -76.1% | -1.3% |
| 1Y | +6.4% | +57.8% | -51.4% | -1.9% |
| 3Y | +59.8% | +17.6% | +42.2% | +51.7% |
| 5Y | +98.0% | -21.7% | +119.7% | +91.4% |
| All | +117.6% | +31.4% | +86.2% | +67.2% |
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