-12.3%
TLT vs GD
+180.8%
-193.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.2% |
| 7D | -0.3% | -1.9% | +1.6% | -0.5% |
| 30D | +3.7% | +10.9% | -7.2% | +4.8% |
| 3M | -0.7% | -6.8% | +6.1% | -1.3% |
| 6M | -4.2% | +7.0% | -11.2% | -3.5% |
| YTD | -4.0% | +11.1% | -15.1% | -2.7% |
| 1Y | -5.8% | +7.0% | -12.9% | -5.0% |
| 3Y | +4.1% | +59.9% | -55.8% | +10.8% |
| 5Y | -34.8% | +102.5% | -137.3% | -27.3% |
| 10Y | -12.3% | +174.0% | -186.4% | +3.9% |
| All | -12.3% | +180.8% | -193.2% | +3.9% |
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