+745.8%
GS vs TDG
+13,910.7%
-13,164.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.8% | +3.8% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | +1.2% | +10.0% | -8.8% | -3.5% |
| 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% | +7.8% |
| 1Y | +17.5% | -5.1% | +22.6% | +18.9% |
| 3Y | +202.0% | +46.5% | +155.5% | +141.5% |
| 5Y | +152.4% | +114.1% | +38.3% | +62.5% |
| 10Y | +478.5% | +555.9% | -77.4% | +90.1% |
| All | +745.8% | +13,910.7% | -13,164.9% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling