+164.9%
GD vs TRU
+182.8%
-17.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | +1.9% | -2.2% | +4.1% | +2.4% |
| 30D | +9.2% | +20.2% | -10.9% | +3.9% |
| 3M | -7.5% | +2.2% | -9.7% | -8.5% |
| 6M | +5.8% | +17.6% | -11.8% | +0.3% |
| YTD | +9.8% | -5.0% | +14.7% | +9.0% |
| 1Y | +5.8% | -1.0% | +6.7% | +3.7% |
| 3Y | +58.0% | +56.5% | +1.5% | +29.5% |
| 5Y | +100.4% | -26.2% | +126.6% | +105.5% |
| All | +164.9% | +182.8% | -17.8% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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