+1,868.5%
GD vs PBR
+1,797.5%
+71.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.5% |
| 7D | -5.3% | +8.6% | -13.8% | -6.6% |
| 30D | -6.4% | +12.8% | -19.2% | -8.4% |
| 3M | +5.7% | +14.7% | -9.0% | +2.9% |
| 6M | -0.9% | +25.2% | -26.1% | -5.3% |
| YTD | +8.2% | +77.1% | -69.0% | -2.7% |
| 1Y | +13.4% | +69.6% | -56.1% | +2.6% |
| 3Y | +68.5% | +95.6% | -27.1% | +46.6% |
| 5Y | +97.2% | +501.8% | -404.6% | +36.3% |
| 10Y | +190.2% | +640.6% | -450.4% | +74.4% |
| All | +1,868.5% | +1,797.5% | +71.0% | +801.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling