+192.9%
GD vs TRI
+210.2%
-17.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.7% | -0.2% |
| 7D | -5.3% | -0.5% | -4.7% | -5.2% |
| 30D | -6.4% | +7.9% | -14.3% | -8.7% |
| 3M | +5.7% | +24.1% | -18.4% | -2.2% |
| 6M | -0.9% | +3.8% | -4.8% | -3.9% |
| YTD | +8.2% | -16.9% | +25.0% | +12.9% |
| 1Y | +13.4% | -38.4% | +51.8% | +32.9% |
| 3Y | +68.5% | -12.2% | +80.7% | +65.2% |
| 5Y | +97.2% | -1.8% | +98.9% | +80.3% |
| All | +192.9% | +210.2% | -17.3% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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