+102.5%
GD vs TW
+39.0%
+63.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.3% |
| 7D | -1.9% | +3.1% | -5.0% | -2.4% |
| 30D | +10.9% | +16.7% | -5.8% | +8.0% |
| 3M | -6.8% | +25.2% | -31.9% | -10.3% |
| 6M | +7.0% | +19.5% | -12.4% | +3.4% |
| YTD | +11.1% | +21.0% | -9.9% | +7.0% |
| 1Y | +7.0% | +19.0% | -11.9% | +3.4% |
| 3Y | +59.9% | +40.7% | +19.2% | +49.5% |
| 5Y | +102.5% | +40.1% | +62.3% | +83.5% |
| All | +102.5% | +39.0% | +63.4% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling