+6,961.6%
TRV vs GD
+19,982.5%
-13,020.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -0.3% | -5.0% | +4.7% | +1.6% |
| 30D | +9.6% | +8.9% | +0.7% | +6.2% |
| 3M | +2.7% | -8.0% | +10.8% | +5.7% |
| 6M | +32.0% | +2.9% | +29.1% | +30.3% |
| YTD | +37.8% | +7.1% | +30.7% | +33.2% |
| 1Y | +45.2% | +5.9% | +39.3% | +40.8% |
| 3Y | +145.3% | +53.9% | +91.4% | +106.5% |
| 5Y | +172.3% | +95.4% | +76.9% | +109.3% |
| 10Y | +367.3% | +193.5% | +173.9% | +212.1% |
| All | +6,961.6% | +19,982.5% | -13,020.9% | +2,243.6% |
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