+188.9%
GS vs TDG
+132.8%
+56.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.5% |
| 7D | +3.4% | -0.9% | +4.3% | +3.8% |
| 30D | +0.2% | -6.5% | +6.7% | +3.2% |
| 3M | -0.3% | -5.1% | +4.7% | +1.4% |
| 6M | +27.4% | -11.5% | +38.9% | +33.4% |
| YTD | +19.6% | -13.9% | +33.5% | +26.5% |
| 1Y | +42.5% | -11.5% | +53.9% | +48.1% |
| 3Y | +240.4% | +53.7% | +186.8% | +168.0% |
| 5Y | +188.9% | +135.5% | +53.4% | +77.5% |
| All | +188.9% | +132.8% | +56.1% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling