+218.0%
GD vs TRU
+238.0%
-20.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.9% | +4.2% | -0.3% |
| 7D | -5.3% | -6.8% | +1.5% | -3.6% |
| 30D | -6.4% | 0.0% | -6.5% | -6.6% |
| 3M | +5.7% | +13.3% | -7.6% | +1.8% |
| 6M | -0.9% | +3.4% | -4.4% | -2.7% |
| YTD | +8.2% | -6.4% | +14.5% | +8.3% |
| 1Y | +13.4% | -9.7% | +23.1% | +14.1% |
| 3Y | +68.5% | +0.1% | +68.3% | +57.7% |
| 5Y | +97.2% | -34.0% | +131.2% | +109.4% |
| 10Y | +190.2% | +147.9% | +42.3% | +102.9% |
| All | +218.0% | +238.0% | -20.0% | +104.8% |
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