+8.2%
GD vs PBR
+74.7%
-66.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.0% | +4.4% | -2.5% |
| 7D | +3.0% | -11.0% | +14.0% | +3.1% |
| 30D | +10.5% | -18.8% | +29.3% | +10.5% |
| 3M | -5.0% | +7.8% | -12.8% | -5.8% |
| 6M | +5.5% | -7.6% | +13.1% | +6.1% |
| YTD | +10.3% | +72.7% | -62.3% | +1.6% |
| 1Y | +8.2% | +72.9% | -64.8% | -0.8% |
| All | +8.2% | +74.7% | -66.6% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling