+7.6%
GD vs TW
+21.1%
-13.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +2.7% | +3.9% | -1.3% | +2.0% |
| 30D | +8.6% | +19.9% | -11.3% | +5.2% |
| 3M | -7.1% | +25.9% | -33.0% | -10.7% |
| 6M | +7.5% | +21.1% | -13.7% | +3.8% |
| YTD | +9.9% | +23.9% | -14.0% | +7.5% |
| 1Y | +7.6% | +21.2% | -13.7% | +5.7% |
| All | +7.6% | +21.1% | -13.5% | +5.7% |
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