+348.3%
TRV vs GD
+174.7%
+173.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -2.4% | +0.6% | -3.0% | -2.8% |
| 30D | +7.5% | +9.5% | -2.0% | +2.0% |
| 3M | +6.7% | -5.8% | +12.6% | +10.1% |
| 6M | +35.5% | +7.7% | +27.7% | +29.1% |
| YTD | +39.3% | +11.1% | +28.2% | +28.8% |
| 1Y | +41.8% | +6.1% | +35.7% | +34.7% |
| 3Y | +147.3% | +59.8% | +87.5% | +80.1% |
| 5Y | +178.3% | +104.6% | +73.7% | +69.5% |
| 10Y | +348.3% | +170.6% | +177.8% | +134.9% |
| All | +348.3% | +174.7% | +173.6% | +134.9% |
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