+100.5%
GD vs TENB
-24.3%
+124.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +2.7% | -3.3% | +5.9% | +2.9% |
| 30D | +8.6% | +6.9% | +1.7% | +7.8% |
| 3M | -7.1% | +1.8% | -8.9% | -7.6% |
| 6M | +7.5% | +98.1% | -90.6% | -1.0% |
| YTD | +9.9% | +73.2% | -63.3% | +2.2% |
| 1Y | +7.6% | +50.7% | -43.1% | +1.5% |
| 3Y | +56.2% | +9.3% | +46.9% | +51.4% |
| All | +100.5% | -24.3% | +124.9% | +94.9% |
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