+869.4%
GS vs TDG
+13,257.8%
-12,388.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +0.9% | -2.0% | +3.0% | +2.0% |
| 30D | -1.6% | -7.4% | +5.8% | +2.1% |
| 3M | -4.5% | -5.4% | +0.9% | -2.5% |
| 6M | +20.9% | -11.6% | +32.5% | +27.3% |
| YTD | +19.9% | -12.6% | +32.5% | +26.6% |
| 1Y | +41.4% | -9.3% | +50.8% | +46.0% |
| 3Y | +239.2% | +49.2% | +190.0% | +167.8% |
| 5Y | +185.0% | +132.1% | +52.9% | +75.8% |
| 10Y | +655.0% | +544.8% | +110.1% | +149.8% |
| All | +869.4% | +13,257.8% | -12,388.4% | -39.4% |
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