+683.8%
TEL vs GD
+594.0%
+89.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.9% |
| 7D | +3.0% | -5.3% | +8.2% | +6.9% |
| 30D | -3.9% | -6.4% | +2.5% | +0.5% |
| 3M | -5.1% | +5.7% | -10.8% | -9.4% |
| 6M | +0.6% | -0.9% | +1.5% | +0.1% |
| YTD | -7.3% | +8.2% | -15.5% | -14.0% |
| 1Y | +1.1% | +13.4% | -12.3% | -9.3% |
| 3Y | +63.7% | +68.5% | -4.8% | +7.6% |
| 5Y | +50.7% | +97.2% | -46.5% | -13.1% |
| 10Y | +290.2% | +190.2% | +100.0% | +60.7% |
| All | +683.8% | +594.0% | +89.8% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling