+56.2%
GD vs PBR
+69.2%
-13.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +2.7% | -1.0% | +3.7% | +2.7% |
| 30D | +8.6% | -29.3% | +37.9% | +11.0% |
| 3M | -7.1% | +5.5% | -12.6% | -8.2% |
| 6M | +7.5% | -2.9% | +10.4% | +7.0% |
| YTD | +9.9% | +61.5% | -51.6% | +2.9% |
| 1Y | +7.6% | +46.9% | -39.3% | +1.8% |
| 3Y | +56.2% | +66.4% | -10.2% | +46.6% |
| All | +56.2% | +69.2% | -13.0% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling