+158.9%
GD vs TW
+294.9%
-136.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +0.6% | +2.8% | -2.2% | +0.1% |
| 30D | +9.5% | +18.1% | -8.6% | +5.7% |
| 3M | -5.8% | +25.2% | -31.1% | -10.3% |
| 6M | +7.7% | +19.1% | -11.4% | +3.3% |
| YTD | +11.1% | +21.9% | -10.9% | +5.7% |
| 1Y | +6.1% | +18.9% | -12.8% | +1.5% |
| 3Y | +59.8% | +41.7% | +18.1% | +45.2% |
| 5Y | +104.6% | +40.4% | +64.2% | +83.6% |
| All | +158.9% | +294.9% | -136.0% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling