+130.4%
TLT vs GD
+1,356.6%
-1,226.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | -0.1% |
| 7D | +0.5% | -3.9% | +4.4% | 0.0% |
| 30D | +6.0% | +8.1% | -2.1% | +7.3% |
| 3M | -0.9% | -6.8% | +5.9% | -1.9% |
| 6M | -2.6% | +3.0% | -5.6% | -2.1% |
| YTD | -3.1% | +7.8% | -10.9% | -1.7% |
| 1Y | -4.4% | +5.8% | -10.2% | -3.3% |
| 3Y | +5.5% | +55.3% | -49.8% | +13.9% |
| 5Y | -34.7% | +96.7% | -131.4% | -26.0% |
| 10Y | -17.6% | +195.4% | -213.0% | +3.9% |
| All | +130.4% | +1,356.6% | -1,226.1% | +280.8% |
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