-34.3%
TLT vs GD
+94.5%
-128.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.1% | -5.0% | +5.1% | +0.2% |
| 30D | +6.2% | +8.9% | -2.7% | +6.0% |
| 3M | +0.1% | -8.0% | +8.1% | +0.2% |
| 6M | -3.0% | +2.9% | -5.9% | -3.0% |
| YTD | -2.7% | +7.1% | -9.8% | -2.8% |
| 1Y | -4.8% | +5.9% | -10.8% | -4.9% |
| 3Y | +6.9% | +53.9% | -46.9% | +6.6% |
| All | -34.3% | +94.5% | -128.9% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling