+13,174.6%
TDG vs GD
+783.8%
+12,390.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.1% | +1.6% |
| 7D | -2.0% | -5.3% | +3.2% | +1.6% |
| 30D | -7.4% | -6.4% | -1.0% | -3.2% |
| 3M | -5.4% | +5.7% | -11.1% | -9.2% |
| 6M | -11.6% | -0.9% | -10.7% | -11.6% |
| YTD | -12.6% | +8.2% | -20.8% | -18.4% |
| 1Y | -9.3% | +13.4% | -22.8% | -18.3% |
| 3Y | +49.2% | +68.5% | -19.3% | -0.1% |
| 5Y | +132.1% | +97.2% | +35.0% | +37.9% |
| 10Y | +544.8% | +190.2% | +354.6% | +196.0% |
| All | +13,174.6% | +783.8% | +12,390.8% | +3,030.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling