+97.2%
GD vs TNA
-22.2%
+119.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | -5.3% | -0.1% | -5.2% | -5.3% |
| 30D | -6.4% | -4.9% | -1.5% | -5.9% |
| 3M | +5.7% | +0.4% | +5.3% | +5.2% |
| 6M | -0.9% | +32.5% | -33.5% | -5.7% |
| YTD | +8.2% | +53.7% | -45.6% | +0.7% |
| 1Y | +13.4% | +65.1% | -51.7% | +4.1% |
| 3Y | +68.5% | +98.4% | -30.0% | +43.5% |
| All | +97.2% | -22.2% | +119.4% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling