+100.3%
GD vs TRI
+0.4%
+99.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +1.9% | -7.5% | +9.4% | +3.0% |
| 30D | +9.2% | +3.9% | +5.3% | +8.2% |
| 3M | -7.5% | +7.2% | -14.6% | -9.0% |
| 6M | +5.8% | +27.0% | -21.2% | -0.1% |
| YTD | +9.8% | -14.0% | +23.8% | +12.9% |
| 1Y | +5.8% | -17.7% | +23.4% | +10.0% |
| 3Y | +58.0% | -10.7% | +68.7% | +54.9% |
| All | +100.3% | +0.4% | +99.9% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling