+303.8%
TD vs GFI
+1,066.8%
-763.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.7% |
| 7D | -0.5% | -4.9% | +4.3% | -0.3% |
| 30D | -1.9% | +10.7% | -12.6% | -2.3% |
| 3M | +4.8% | +25.6% | -20.9% | +3.6% |
| 6M | +28.0% | -8.3% | +36.2% | +27.9% |
| YTD | +30.3% | +6.3% | +24.0% | +29.4% |
| 1Y | +59.8% | +22.1% | +37.7% | +57.5% |
| 3Y | +124.7% | +289.2% | -164.5% | +111.9% |
| 5Y | +127.0% | +531.7% | -404.7% | +110.7% |
| All | +303.8% | +1,066.8% | -763.0% | +287.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling