+5.9%
GD vs TRU
+2.1%
+3.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | -0.4% |
| 7D | -5.0% | +5.7% | -10.7% | -5.7% |
| 30D | +8.9% | +29.2% | -20.3% | +5.2% |
| 3M | -8.0% | +2.7% | -10.7% | -8.6% |
| 6M | +2.9% | +15.2% | -12.3% | +0.5% |
| YTD | +7.1% | -4.9% | +11.9% | +6.5% |
| 1Y | +5.9% | +3.4% | +2.5% | +2.3% |
| All | +5.9% | +2.1% | +3.8% | +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