+62.6%
TD vs GFI
+6.9%
+55.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.3% | -3.6% | +2.1% |
| 7D | +1.4% | +1.4% | -0.1% | +1.2% |
| 30D | +10.2% | +3.0% | +7.3% | +9.8% |
| 3M | +8.1% | +10.2% | -2.1% | +6.7% |
| 6M | +22.3% | -10.1% | +32.4% | +22.6% |
| YTD | +39.0% | -11.4% | +50.5% | +39.3% |
| 1Y | +62.6% | +8.4% | +54.2% | +59.9% |
| All | +62.6% | +6.9% | +55.7% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling