+650.5%
GS vs TDG
+529.3%
+121.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | 0.0% |
| 7D | +2.4% | -2.4% | +4.9% | +3.6% |
| 30D | -0.1% | -8.0% | +7.9% | +3.7% |
| 3M | +0.2% | -10.5% | +10.6% | +4.9% |
| 6M | +24.8% | -11.9% | +36.7% | +31.1% |
| YTD | +18.8% | -15.4% | +34.1% | +26.7% |
| 1Y | +37.3% | -14.2% | +51.5% | +45.1% |
| 3Y | +237.9% | +51.0% | +186.8% | +170.4% |
| 5Y | +187.0% | +126.5% | +60.6% | +86.5% |
| 10Y | +650.5% | +535.6% | +115.0% | +231.3% |
| All | +650.5% | +529.3% | +121.3% | +231.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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