+5.5%
GD vs TRU
+3.5%
+2.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +2.0% |
| 7D | -3.0% | +4.9% | -7.9% | -3.6% |
| 30D | +9.3% | +26.9% | -17.6% | +5.9% |
| 3M | -7.2% | +4.0% | -11.2% | -7.9% |
| 6M | +5.5% | +15.8% | -10.4% | +3.0% |
| YTD | +9.5% | -2.6% | +12.1% | +8.5% |
| All | +5.5% | +3.5% | +2.0% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling