+596.2%
TDG vs GD
+165.4%
+430.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.2% | -2.5% |
| 7D | +1.2% | +1.9% | -0.7% | -0.3% |
| 30D | +8.1% | +9.2% | -1.1% | +1.0% |
| 3M | -2.6% | -7.5% | +4.8% | +3.1% |
| 6M | +1.0% | +5.8% | -4.8% | -3.9% |
| YTD | -9.5% | +9.8% | -19.3% | -17.6% |
| 1Y | -8.0% | +5.8% | -13.8% | -13.8% |
| 3Y | +41.8% | +58.0% | -16.2% | -6.5% |
| 5Y | +125.1% | +100.4% | +24.7% | +17.1% |
| All | +596.2% | +165.4% | +430.8% | +189.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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