+190.6%
GD vs TNA
+76.8%
+113.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -3.5% | +4.1% | -7.5% | -4.2% |
| 30D | -9.0% | -7.6% | -1.4% | -7.8% |
| 3M | +5.1% | +8.1% | -3.0% | +3.0% |
| 6M | -1.0% | +49.0% | -50.0% | -9.8% |
| YTD | +7.3% | +51.7% | -44.4% | -3.0% |
| 1Y | +12.4% | +59.6% | -47.2% | -0.3% |
| 3Y | +73.7% | +118.9% | -45.2% | +32.8% |
| 5Y | +93.8% | -19.2% | +112.9% | +66.5% |
| 10Y | +190.6% | +77.2% | +113.4% | +59.1% |
| All | +190.6% | +76.8% | +113.8% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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