+318.4%
TDG vs GH
+467.1%
-148.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | -1.9% | -2.5% | +0.6% | -1.6% |
| 30D | -7.7% | -4.7% | -3.0% | -7.2% |
| 3M | -9.3% | +20.2% | -29.6% | -12.0% |
| 6M | -9.4% | +78.8% | -88.2% | -17.0% |
| YTD | -14.3% | +54.1% | -68.3% | -20.0% |
| 1Y | -11.8% | +177.1% | -188.9% | -24.6% |
| 3Y | +52.0% | +371.6% | -319.6% | +14.8% |
| 5Y | +128.8% | +21.9% | +106.9% | +98.2% |
| All | +318.4% | +467.1% | -148.8% | +173.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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