+53.9%
GD vs TENB
+12.9%
+41.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.2% |
| 7D | -5.0% | -17.0% | +12.0% | -3.3% |
| 30D | +8.9% | +8.2% | +0.7% | +8.0% |
| 3M | -8.0% | +16.5% | -24.5% | -9.8% |
| 6M | +2.9% | +99.1% | -96.2% | -6.7% |
| YTD | +7.1% | +79.0% | -72.0% | -1.9% |
| 1Y | +5.9% | +53.9% | -47.9% | -0.5% |
| 3Y | +53.9% | +13.8% | +40.0% | +55.3% |
| All | +53.9% | +12.9% | +41.0% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling