+192.2%
GD vs PBR
+648.5%
-456.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -3.1% | +0.3% | -3.5% | -3.2% |
| 30D | -10.9% | +17.5% | -28.5% | -13.5% |
| 3M | +2.5% | +20.9% | -18.4% | -1.1% |
| 6M | -1.7% | +20.2% | -21.9% | -5.4% |
| YTD | +6.1% | +84.3% | -78.1% | -5.4% |
| 1Y | +11.7% | +77.1% | -65.4% | +0.1% |
| 3Y | +71.8% | +100.8% | -29.0% | +48.2% |
| 5Y | +92.2% | +556.1% | -463.9% | +27.7% |
| 10Y | +192.2% | +676.1% | -483.9% | +70.9% |
| All | +192.2% | +648.5% | -456.3% | +70.9% |
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