+202.0%
GS vs TDG
+50.9%
+151.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.8% | +3.9% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | +1.2% | +10.0% | -8.8% | -2.9% |
| 3M | -12.4% | -0.5% | -11.9% | -12.3% |
| 6M | -2.3% | +0.3% | -2.6% | -3.2% |
| YTD | +4.6% | -8.3% | +13.0% | +7.3% |
| 1Y | +17.5% | -5.1% | +22.6% | +18.4% |
| 3Y | +202.0% | +46.5% | +155.5% | +167.4% |
| All | +202.0% | +50.9% | +151.1% | +167.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling