+1,002.2%
GD vs TNA
+1,004.3%
-2.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.6% |
| 3M | +5.7% | +0.4% | +5.3% | +4.9% |
| 6M | -0.9% | +32.5% | -33.5% | -8.2% |
| YTD | +8.2% | +53.7% | -45.6% | -3.1% |
| 1Y | +13.4% | +65.1% | -51.7% | -0.8% |
| 3Y | +68.5% | +98.4% | -30.0% | +29.9% |
| 5Y | +97.2% | -22.5% | +119.6% | +68.2% |
| 10Y | +190.2% | +82.5% | +107.7% | +63.3% |
| All | +1,002.2% | +1,004.3% | -2.1% | +199.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling