+115.5%
TDG vs GFS
-2.1%
+117.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.0% |
| 7D | -2.4% | +4.5% | -6.9% | -3.2% |
| 30D | -8.0% | -8.2% | +0.2% | -6.7% |
| 3M | -10.5% | -38.9% | +28.4% | -2.9% |
| 6M | -11.9% | -2.9% | -9.0% | -14.6% |
| YTD | -15.4% | +31.8% | -47.1% | -23.8% |
| 1Y | -14.2% | +43.1% | -57.3% | -24.6% |
| 3Y | +51.0% | -20.6% | +71.7% | +45.8% |
| All | +115.5% | -2.1% | +117.6% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling