+112.8%
GD vs TENB
+26.7%
+86.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.1% |
| 7D | -5.0% | -17.0% | +12.0% | -2.8% |
| 30D | +8.9% | +8.2% | +0.7% | +7.6% |
| 3M | -8.0% | +16.5% | -24.5% | -10.5% |
| 6M | +2.9% | +99.1% | -96.2% | -7.5% |
| YTD | +7.1% | +79.0% | -72.0% | -3.0% |
| 1Y | +5.9% | +53.9% | -47.9% | -2.1% |
| 3Y | +53.9% | +13.8% | +40.0% | +46.5% |
| 5Y | +95.4% | -24.4% | +119.8% | +89.7% |
| All | +112.8% | +26.7% | +86.0% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling