-78.9%
TE vs GD
+137.2%
-216.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.5% | -11.1% | -10.1% |
| 7D | -26.9% | -1.9% | -25.0% | -26.3% |
| 30D | -38.9% | +10.9% | -49.9% | -41.2% |
| 3M | -61.0% | -6.8% | -54.3% | -60.1% |
| 6M | -66.4% | +7.0% | -73.4% | -67.4% |
| YTD | -69.0% | +11.1% | -80.1% | -70.4% |
| 1Y | -54.0% | +7.0% | -61.0% | -55.4% |
| 3Y | +38.0% | +59.9% | -21.9% | +17.0% |
| 5Y | -81.0% | +102.5% | -183.4% | -84.4% |
| All | -78.9% | +137.2% | -216.2% | -82.9% |
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