-11.8%
TDG vs GFS
+47.5%
-59.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +1.1% |
| 7D | -1.9% | +3.8% | -5.7% | -2.1% |
| 30D | -7.7% | -11.7% | +4.0% | -7.1% |
| 3M | -9.3% | -41.8% | +32.4% | -6.2% |
| 6M | -9.4% | +6.6% | -16.0% | -13.2% |
| YTD | -14.3% | +34.6% | -48.9% | -19.6% |
| 1Y | -11.8% | +46.2% | -58.0% | -18.0% |
| All | -11.8% | +47.5% | -59.4% | -18.0% |
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