+214.8%
GD vs TRU
+243.5%
-28.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | -0.1% |
| 7D | -5.0% | +5.7% | -10.7% | -6.4% |
| 30D | +8.9% | +29.2% | -20.3% | +1.7% |
| 3M | -8.0% | +2.7% | -10.7% | -9.2% |
| 6M | +2.9% | +15.2% | -12.3% | -2.0% |
| YTD | +7.1% | -4.9% | +11.9% | +6.2% |
| 1Y | +5.9% | +3.4% | +2.5% | +2.7% |
| 3Y | +53.9% | +63.2% | -9.3% | +24.9% |
| 5Y | +95.4% | -26.6% | +122.0% | +98.7% |
| 10Y | +193.5% | +172.8% | +20.7% | +99.0% |
| All | +214.8% | +243.5% | -28.7% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling