-78.3%
TE vs GD
+137.1%
-215.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -22.0% | +0.6% | -22.6% | -22.1% |
| 30D | -33.6% | +9.5% | -43.1% | -35.7% |
| 3M | -61.1% | -5.8% | -55.2% | -60.3% |
| 6M | -64.7% | +7.7% | -72.5% | -65.9% |
| YTD | -68.1% | +11.1% | -79.2% | -69.5% |
| 1Y | -51.7% | +6.1% | -57.8% | -53.0% |
| 3Y | +42.0% | +59.8% | -17.8% | +20.4% |
| 5Y | -80.8% | +104.6% | -185.4% | -84.2% |
| All | -78.3% | +137.1% | -215.4% | -82.4% |
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