+50.0%
TDG vs GD
+72.5%
-22.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.2% |
| 7D | -2.4% | -3.1% | +0.7% | -1.0% |
| 30D | -8.0% | -10.9% | +2.9% | -3.0% |
| 3M | -10.5% | +2.5% | -12.9% | -11.5% |
| 6M | -11.9% | -1.7% | -10.2% | -11.3% |
| YTD | -15.4% | +6.1% | -21.5% | -18.2% |
| 1Y | -14.2% | +11.7% | -25.9% | -19.4% |
| All | +50.0% | +72.5% | -22.5% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling