+12,926.4%
TDG vs GPN
+265.8%
+12,660.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.9% | -4.6% | +2.7% | +0.1% |
| 30D | -7.7% | -0.3% | -7.4% | -7.8% |
| 3M | -9.3% | +35.4% | -44.8% | -21.0% |
| 6M | -9.4% | +21.7% | -31.0% | -18.0% |
| YTD | -14.3% | +14.9% | -29.1% | -21.3% |
| 1Y | -11.8% | +3.2% | -15.0% | -15.9% |
| 3Y | +52.0% | -27.1% | +79.1% | +61.0% |
| 5Y | +128.8% | -44.4% | +173.2% | +164.2% |
| 10Y | +543.8% | +27.0% | +516.8% | +435.3% |
| All | +12,926.4% | +265.8% | +12,660.6% | +6,136.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling