+244.9%
GS vs TDG
+53.9%
+191.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +0.9% | -2.0% | +3.0% | +1.8% |
| 30D | -1.6% | -7.4% | +5.8% | +1.5% |
| 3M | -4.5% | -5.4% | +0.9% | -2.9% |
| 6M | +20.9% | -11.6% | +32.5% | +26.2% |
| YTD | +19.9% | -12.6% | +32.5% | +25.3% |
| 1Y | +41.4% | -9.3% | +50.8% | +44.9% |
| All | +244.9% | +53.9% | +191.0% | +205.2% |
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