+38.4%
GS vs TDG
-11.2%
+49.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | +3.4% | -0.9% | +4.3% | +3.7% |
| 30D | +0.2% | -6.5% | +6.7% | +2.2% |
| 3M | -0.3% | -5.1% | +4.7% | +0.7% |
| 6M | +27.4% | -11.5% | +38.9% | +30.8% |
| YTD | +19.6% | -13.9% | +33.5% | +23.3% |
| All | +38.4% | -11.2% | +49.5% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling