-9.3%
TDG vs GPN
+8.1%
-17.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.2% |
| 7D | -2.0% | +0.8% | -2.8% | -2.2% |
| 30D | -7.4% | +5.8% | -13.2% | -8.5% |
| 3M | -5.4% | +37.0% | -42.4% | -11.3% |
| 6M | -11.6% | +20.1% | -31.8% | -15.8% |
| YTD | -12.6% | +20.4% | -33.0% | -16.9% |
| 1Y | -9.3% | +7.4% | -16.8% | -12.9% |
| All | -9.3% | +8.1% | -17.4% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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