+56.2%
GD vs TRI
-10.1%
+66.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.7% | -2.9% | +5.6% | +2.9% |
| 30D | +8.6% | +3.7% | +4.9% | +7.9% |
| 3M | -7.1% | +3.7% | -10.8% | -7.8% |
| 6M | +7.5% | +35.1% | -27.7% | +2.5% |
| YTD | +9.9% | -14.0% | +23.9% | +12.4% |
| 1Y | +7.6% | -19.0% | +26.5% | +11.3% |
| 3Y | +56.2% | -12.0% | +68.2% | +60.4% |
| All | +56.2% | -10.1% | +66.3% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling