+5.9%
GD vs TW
+22.3%
-16.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | -5.0% | +4.2% | -9.2% | -5.7% |
| 30D | +8.9% | +18.9% | -10.0% | +5.6% |
| 3M | -8.0% | +23.8% | -31.8% | -11.5% |
| 6M | +2.9% | +17.0% | -14.1% | -0.1% |
| YTD | +7.1% | +19.2% | -12.2% | +5.3% |
| 1Y | +5.9% | +20.1% | -14.2% | +3.8% |
| All | +5.9% | +22.3% | -16.4% | +3.8% |
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