+12.4%
GD vs PBR
+77.4%
-65.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -0.9% |
| 7D | -3.5% | +2.5% | -5.9% | -3.5% |
| 30D | -9.0% | +19.4% | -28.4% | -9.6% |
| 3M | +5.1% | +20.8% | -15.7% | +4.3% |
| 6M | -1.0% | +23.5% | -24.5% | -2.3% |
| YTD | +7.3% | +83.4% | -76.1% | +0.9% |
| 1Y | +12.4% | +77.6% | -65.1% | +6.5% |
| All | +12.4% | +77.4% | -65.0% | +6.5% |
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