+151.2%
GD vs TW
+285.7%
-134.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.8% | -2.4% |
| 7D | -3.9% | +7.3% | -11.2% | -5.3% |
| 30D | +8.1% | +18.6% | -10.5% | +4.2% |
| 3M | -6.8% | +24.8% | -31.6% | -11.1% |
| 6M | +3.0% | +16.1% | -13.1% | -0.7% |
| YTD | +7.8% | +19.1% | -11.3% | +3.1% |
| 1Y | +5.8% | +22.8% | -17.0% | +0.5% |
| 3Y | +55.3% | +40.4% | +14.9% | +41.3% |
| 5Y | +96.7% | +37.9% | +58.8% | +77.1% |
| All | +151.2% | +285.7% | -134.5% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling