-41.3%
TOST vs GD
+101.6%
-143.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.1% | +6.7% |
| 7D | +10.7% | +3.0% | +7.8% | +9.0% |
| 30D | +17.7% | +10.5% | +7.2% | +12.1% |
| 3M | +4.6% | -5.0% | +9.6% | +6.8% |
| 6M | +20.3% | +5.5% | +14.8% | +16.4% |
| YTD | -0.4% | +10.3% | -10.7% | -6.4% |
| 1Y | -0.8% | +8.2% | -8.9% | -5.7% |
| 3Y | +102.2% | +59.0% | +43.2% | +52.1% |
| 5Y | -41.3% | +104.3% | -145.6% | -65.8% |
| All | -41.3% | +101.6% | -143.0% | -65.8% |
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 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