-33.3%
TLT vs GD
+97.9%
-131.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.2% |
| 7D | -0.4% | -5.3% | +4.8% | -0.4% |
| 30D | -0.6% | -6.4% | +5.9% | -0.5% |
| 3M | -2.7% | +5.7% | -8.4% | -2.8% |
| 6M | -5.6% | -0.9% | -4.7% | -5.6% |
| YTD | -2.8% | +8.2% | -10.9% | -2.8% |
| 1Y | -1.4% | +13.4% | -14.9% | -1.5% |
| 3Y | -1.6% | +68.5% | -70.1% | -1.6% |
| All | -33.3% | +97.9% | -131.2% | -31.1% |
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