+155.2%
GD vs TW
+287.8%
-132.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | -3.0% | +3.4% | -6.5% | -3.7% |
| 30D | +9.3% | +15.5% | -6.2% | +6.0% |
| 3M | -7.2% | +25.1% | -32.3% | -11.6% |
| 6M | +5.5% | +18.2% | -12.7% | +1.3% |
| YTD | +9.5% | +19.7% | -10.2% | +4.6% |
| 1Y | +6.4% | +18.1% | -11.7% | +2.0% |
| 3Y | +59.8% | +40.5% | +19.3% | +45.4% |
| 5Y | +98.0% | +37.1% | +60.9% | +78.6% |
| All | +155.2% | +287.8% | -132.5% | +76.6% |
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