-4.9%
TDG vs GD
+8.1%
-13.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | 0.0% |
| 7D | +1.4% | -1.9% | +3.3% | +2.1% |
| 30D | +10.6% | +10.9% | -0.3% | +6.9% |
| 3M | +0.2% | -6.8% | +6.9% | +2.1% |
| 6M | +0.9% | +7.0% | -6.2% | -1.3% |
| YTD | -7.8% | +11.1% | -19.0% | -10.6% |
| 1Y | -4.9% | +7.0% | -12.0% | -6.5% |
| All | -4.9% | +8.1% | -13.1% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling