+85.8%
GD vs TLN
+683.0%
-597.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.2% | -5.0% | +2.0% |
| 7D | -3.0% | +9.1% | -12.1% | -3.3% |
| 30D | +9.3% | -4.1% | +13.4% | +9.4% |
| 3M | -7.2% | +4.4% | -11.6% | -7.5% |
| 6M | +5.5% | -6.0% | +11.5% | +5.3% |
| YTD | +9.5% | -3.1% | +12.6% | +8.8% |
| 1Y | +6.4% | -6.1% | +12.5% | +5.8% |
| 3Y | +59.8% | +575.3% | -515.5% | +46.2% |
| All | +85.8% | +683.0% | -597.2% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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