+56.2%
GD vs TNA
+138.6%
-82.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +2.7% | +3.7% | -1.1% | +2.1% |
| 30D | +8.6% | +4.4% | +4.2% | +7.8% |
| 3M | -7.1% | -26.7% | +19.6% | -3.9% |
| 6M | +7.5% | -12.8% | +20.3% | +8.2% |
| YTD | +9.9% | +22.7% | -12.7% | +5.1% |
| 1Y | +7.6% | +35.7% | -28.1% | +1.4% |
| 3Y | +56.2% | +134.6% | -78.4% | +37.2% |
| All | +56.2% | +138.6% | -82.4% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling