+7,716.5%
TPR vs GD
+1,939.9%
+5,776.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.7% |
| 7D | -2.7% | -5.3% | +2.6% | +0.5% |
| 30D | -23.3% | -6.4% | -16.8% | -20.2% |
| 3M | -12.8% | +5.7% | -18.5% | -15.9% |
| 6M | -21.7% | -0.9% | -20.8% | -21.9% |
| YTD | -3.9% | +8.2% | -12.0% | -9.5% |
| 1Y | +16.9% | +13.4% | +3.5% | +6.9% |
| 3Y | +289.8% | +68.5% | +221.3% | +170.6% |
| 5Y | +241.9% | +97.2% | +144.8% | +111.7% |
| 10Y | +322.7% | +190.2% | +132.5% | +112.9% |
| All | +7,716.5% | +1,939.9% | +5,776.5% | +1,879.6% |
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