-5.8%
TDG vs GFS
+15.5%
-21.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.9% | +6.7% | +1.1% |
| 7D | +7.1% | -12.5% | +19.6% | +7.8% |
| 30D | +11.4% | -16.9% | +28.3% | +12.4% |
| 3M | -4.6% | -22.3% | +17.7% | -3.4% |
| 6M | +5.8% | -40.2% | +46.1% | +7.2% |
| YTD | -8.5% | +16.0% | -24.5% | -12.7% |
| 1Y | -5.8% | +17.7% | -23.5% | -9.3% |
| All | -5.8% | +15.5% | -21.3% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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