-44.8%
TOST vs GD
+112.7%
-157.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.4% |
| 7D | +3.0% | -1.9% | +4.8% | +3.7% |
| 30D | +10.3% | +10.9% | -0.7% | +4.8% |
| 3M | -3.3% | -6.8% | +3.5% | -0.4% |
| 6M | +37.8% | +7.0% | +30.8% | +32.4% |
| YTD | -2.8% | +11.1% | -13.9% | -8.9% |
| 1Y | -9.6% | +7.0% | -16.6% | -13.6% |
| 3Y | +144.6% | +59.9% | +84.7% | +84.1% |
| 5Y | -31.0% | +102.5% | -133.4% | -57.6% |
| All | -44.8% | +112.7% | -157.5% | -70.1% |
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 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