-80.5%
TE vs GD
+134.7%
-215.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.1% |
| 7D | -19.1% | +2.7% | -21.7% | -19.9% |
| 30D | -34.1% | +8.6% | -42.7% | -36.0% |
| 3M | -60.1% | -7.1% | -53.1% | -59.1% |
| 6M | -66.0% | +7.5% | -73.4% | -67.0% |
| YTD | -71.4% | +9.9% | -81.3% | -72.5% |
| 1Y | -45.3% | +7.6% | -52.8% | -47.1% |
| 3Y | +9.1% | +56.2% | -47.1% | -6.8% |
| 5Y | -82.6% | +100.6% | -183.2% | -85.6% |
| All | -80.5% | +134.7% | -215.2% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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