+1,047.1%
GD vs TRI
+604.8%
+442.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.0% | +0.9% |
| 7D | -5.0% | -4.8% | -0.2% | -3.8% |
| 30D | +8.9% | +13.4% | -4.5% | +3.7% |
| 3M | -8.0% | +13.1% | -21.2% | -13.0% |
| 6M | +2.9% | +24.4% | -21.5% | -7.8% |
| YTD | +7.1% | -11.4% | +18.5% | +6.7% |
| 1Y | +5.9% | -15.6% | +21.5% | +7.4% |
| 3Y | +53.9% | -6.5% | +60.3% | +46.5% |
| 5Y | +95.4% | +5.3% | +90.1% | +75.4% |
| 10Y | +193.5% | +239.9% | -46.4% | +63.2% |
| All | +1,047.1% | +604.8% | +442.3% | +395.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling