+11.7%
GD vs TNA
+53.7%
-42.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.6% |
| 7D | -3.1% | -3.6% | +0.5% | -2.7% |
| 30D | -10.9% | -10.1% | -0.9% | -9.9% |
| 3M | +2.5% | +2.7% | -0.2% | +1.6% |
| 6M | -1.7% | +38.4% | -40.1% | -7.9% |
| YTD | +6.1% | +45.4% | -39.3% | -1.8% |
| 1Y | +11.7% | +55.9% | -44.3% | +2.7% |
| All | +11.7% | +53.7% | -42.0% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling