+174.0%
GD vs PBR
+499.6%
-325.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | -1.9% | -13.3% | +11.4% | +0.5% |
| 30D | +10.9% | -27.7% | +38.7% | +16.7% |
| 3M | -6.8% | +2.7% | -9.4% | -7.9% |
| 6M | +7.0% | -6.7% | +13.8% | +7.2% |
| YTD | +11.1% | +60.9% | -49.8% | +0.6% |
| 1Y | +7.0% | +46.6% | -39.6% | -1.6% |
| 3Y | +59.9% | +69.1% | -9.1% | +41.0% |
| 5Y | +102.5% | +469.6% | -367.2% | +36.5% |
| 10Y | +174.0% | +523.4% | -349.4% | +65.3% |
| All | +174.0% | +499.6% | -325.6% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling