+535.2%
TDG vs GD
+189.7%
+345.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.9% |
| 7D | -0.9% | -3.5% | +2.6% | +1.8% |
| 30D | -6.5% | -9.0% | +2.5% | +0.4% |
| 3M | -5.1% | +5.1% | -10.1% | -8.9% |
| 6M | -11.5% | -1.0% | -10.5% | -11.5% |
| YTD | -13.9% | +7.3% | -21.2% | -19.9% |
| 1Y | -11.5% | +12.4% | -23.9% | -20.9% |
| 3Y | +53.7% | +73.7% | -20.0% | -6.8% |
| 5Y | +135.5% | +93.8% | +41.8% | +27.2% |
| 10Y | +535.2% | +190.6% | +344.6% | +161.6% |
| All | +535.2% | +189.7% | +345.5% | +161.6% |
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