-4.7%
TOST vs GD
+5.1%
-9.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +9.4% | -5.0% | +14.4% | +10.3% |
| 30D | +13.5% | +8.9% | +4.6% | +11.2% |
| 3M | -0.1% | -8.0% | +7.9% | +1.3% |
| 6M | +22.5% | +2.9% | +19.6% | +21.2% |
| YTD | -2.4% | +7.1% | -9.4% | -4.2% |
| 1Y | -4.7% | +5.9% | -10.6% | -5.9% |
| All | -4.7% | +5.1% | -9.8% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling