+313.0%
TDG vs GH
+486.6%
-173.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.8% |
| 7D | -2.4% | -0.2% | -2.3% | -2.4% |
| 30D | -8.0% | -2.6% | -5.3% | -7.8% |
| 3M | -10.5% | +25.1% | -35.6% | -13.6% |
| 6M | -11.9% | +78.5% | -90.4% | -19.3% |
| YTD | -15.4% | +59.4% | -74.7% | -21.4% |
| 1Y | -14.2% | +173.9% | -188.1% | -26.5% |
| 3Y | +51.0% | +382.7% | -331.7% | +13.8% |
| 5Y | +126.5% | +24.4% | +102.1% | +95.7% |
| All | +313.0% | +486.6% | -173.6% | +168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling