+82.9%
GD vs TLN
+581.9%
-499.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.2% |
| 7D | -3.9% | -9.4% | +5.4% | -3.6% |
| 30D | +8.1% | -15.2% | +23.3% | +8.6% |
| 3M | -6.8% | -4.1% | -2.6% | -6.8% |
| 6M | +3.0% | -17.8% | +20.8% | +3.3% |
| YTD | +7.8% | -15.6% | +23.4% | +7.6% |
| 1Y | +5.8% | -21.6% | +27.4% | +5.9% |
| 3Y | +55.3% | +497.6% | -442.2% | +42.8% |
| All | +82.9% | +581.9% | -499.0% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling