+5.8%
GD vs TRI
-17.0%
+22.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +1.9% | -7.5% | +9.4% | +2.4% |
| 30D | +9.2% | +3.9% | +5.3% | +8.7% |
| 3M | -7.5% | +7.2% | -14.6% | -8.1% |
| 6M | +5.8% | +27.0% | -21.2% | +3.1% |
| YTD | +9.8% | -14.0% | +23.8% | +12.7% |
| 1Y | +5.8% | -17.7% | +23.4% | +9.8% |
| All | +5.8% | -17.0% | +22.8% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling