+7,832.4%
TD vs GFI
+646.6%
+7,185.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.0% |
| 7D | -2.6% | -5.1% | +2.6% | -2.3% |
| 30D | -1.0% | +13.4% | -14.4% | -1.7% |
| 3M | +5.6% | +36.2% | -30.6% | +3.7% |
| 6M | +27.1% | -9.8% | +36.9% | +27.3% |
| YTD | +29.4% | +7.7% | +21.7% | +28.1% |
| 1Y | +60.7% | +27.2% | +33.5% | +57.3% |
| 3Y | +127.6% | +300.3% | -172.7% | +107.9% |
| 5Y | +125.4% | +539.8% | -414.4% | +98.5% |
| 10Y | +300.4% | +1,058.5% | -758.1% | +228.5% |
| All | +7,832.4% | +646.6% | +7,185.8% | +6,145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling