+81.7%
GD vs TLN
+630.2%
-548.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.7% | -0.9% |
| 7D | -5.0% | -1.3% | -3.7% | -4.9% |
| 30D | +8.9% | -10.5% | +19.4% | +9.2% |
| 3M | -8.0% | +0.1% | -8.1% | -8.2% |
| 6M | +2.9% | -17.4% | +20.3% | +3.2% |
| YTD | +7.1% | -9.7% | +16.7% | +6.7% |
| 1Y | +5.9% | -12.3% | +18.2% | +5.6% |
| 3Y | +53.9% | +528.3% | -474.4% | +41.0% |
| All | +81.7% | +630.2% | -548.5% | +68.6% |
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