+97.2%
GD vs TENB
-27.0%
+124.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -5.3% | -9.1% | +3.8% | -4.4% |
| 30D | -6.4% | -4.9% | -1.6% | -6.2% |
| 3M | +5.7% | +16.9% | -11.2% | +3.4% |
| 6M | -0.9% | +68.0% | -68.9% | -7.2% |
| YTD | +8.2% | +45.6% | -37.4% | +2.6% |
| 1Y | +13.4% | +12.7% | +0.7% | +10.5% |
| 3Y | +68.5% | -24.4% | +92.9% | +69.1% |
| All | +97.2% | -27.0% | +124.2% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling