-34.5%
TLT vs GD
+99.6%
-134.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.1% | +2.7% | -5.8% | -3.2% |
| 30D | +1.0% | +8.6% | -7.6% | +0.9% |
| 3M | -2.7% | -7.1% | +4.3% | -2.7% |
| 6M | -4.1% | +7.5% | -11.6% | -4.3% |
| YTD | -5.4% | +9.9% | -15.3% | -5.5% |
| 1Y | -7.0% | +7.6% | -14.6% | -7.1% |
| 3Y | +2.8% | +56.2% | -53.4% | +2.5% |
| All | -34.5% | +99.6% | -134.1% | -32.0% |
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