-76.0%
TE vs GD
+128.6%
-204.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.2% | +3.7% |
| 7D | -12.6% | -5.0% | -7.6% | -10.9% |
| 30D | -36.7% | +8.9% | -45.7% | -38.6% |
| 3M | -57.5% | -8.0% | -49.4% | -56.2% |
| 6M | -55.2% | +2.9% | -58.1% | -55.9% |
| YTD | -64.7% | +7.1% | -71.7% | -65.7% |
| 1Y | -35.9% | +5.9% | -41.8% | -37.5% |
| 3Y | -31.8% | +53.9% | -85.6% | -41.4% |
| 5Y | -79.4% | +95.4% | -174.9% | -82.9% |
| All | -76.0% | +128.6% | -204.6% | -80.3% |
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