+283.9%
TRV vs GD
+188.9%
+95.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.4% | -0.3% |
| 7D | -0.1% | -5.3% | +5.1% | +2.9% |
| 30D | -3.4% | -6.4% | +3.0% | +0.1% |
| 3M | +26.4% | +5.7% | +20.7% | +22.1% |
| 6M | +19.3% | -0.9% | +20.2% | +19.0% |
| YTD | +28.3% | +8.2% | +20.2% | +20.8% |
| 1Y | +34.3% | +13.4% | +20.9% | +22.5% |
| 3Y | +140.1% | +68.5% | +71.6% | +68.9% |
| 5Y | +155.7% | +97.2% | +58.6% | +59.9% |
| All | +283.9% | +188.9% | +95.0% | +87.9% |
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 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