+537.0%
TDG vs GFI
+1,093.3%
-556.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.2% |
| 7D | -1.9% | -2.7% | +0.8% | -1.8% |
| 30D | -7.7% | +13.2% | -20.9% | -8.2% |
| 3M | -9.3% | +28.5% | -37.8% | -10.4% |
| 6M | -9.4% | -6.2% | -3.2% | -9.5% |
| YTD | -14.3% | +8.7% | -23.0% | -14.9% |
| 1Y | -11.8% | +24.8% | -36.7% | -13.1% |
| 3Y | +52.0% | +298.0% | -246.1% | +41.7% |
| 5Y | +128.8% | +546.0% | -417.2% | +107.9% |
| All | +537.0% | +1,093.3% | -556.4% | +511.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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