+13.4%
GD vs TW
-15.9%
+29.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -5.3% | -2.3% | -2.9% | -4.9% |
| 30D | -6.4% | +3.9% | -10.4% | -7.0% |
| 3M | +5.7% | +5.7% | 0.0% | +4.3% |
| 6M | -0.9% | -14.5% | +13.6% | +1.3% |
| YTD | +8.2% | -0.9% | +9.0% | +8.9% |
| 1Y | +13.4% | -13.5% | +26.9% | +17.3% |
| All | +13.4% | -15.9% | +29.3% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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