+83.5%
GD vs TLN
+583.6%
-500.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.8% | -5.5% | -1.9% |
| 7D | -5.3% | +7.1% | -12.3% | -5.5% |
| 30D | -6.4% | -3.9% | -2.5% | -6.3% |
| 3M | +5.7% | -16.2% | +21.9% | +6.1% |
| 6M | -0.9% | -5.8% | +4.9% | -1.3% |
| YTD | +8.2% | -15.4% | +23.6% | +8.1% |
| 1Y | +13.4% | -16.7% | +30.1% | +13.4% |
| 3Y | +68.5% | +473.8% | -405.3% | +55.4% |
| All | +83.5% | +583.6% | -500.0% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling