+12.4%
GD vs TRU
-16.5%
+29.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.4% |
| 7D | -3.5% | -7.2% | +3.7% | -2.6% |
| 30D | -9.0% | -2.8% | -6.2% | -8.7% |
| 3M | +5.1% | +13.0% | -7.9% | +3.2% |
| 6M | -1.0% | +0.7% | -1.7% | -1.6% |
| YTD | +7.3% | -9.0% | +16.3% | +7.8% |
| 1Y | +12.4% | -16.3% | +28.8% | +12.7% |
| All | +12.4% | -16.5% | +29.0% | +12.7% |
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