+1,848.7%
GD vs PBR
+1,647.6%
+201.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -5.0% | -16.0% | +11.0% | -2.2% |
| 30D | +8.9% | -22.8% | +31.7% | +13.4% |
| 3M | -8.0% | +3.0% | -11.0% | -9.1% |
| 6M | +2.9% | -8.1% | +11.0% | +3.4% |
| YTD | +7.1% | +63.1% | -56.1% | -2.9% |
| 1Y | +5.9% | +59.3% | -53.3% | -3.6% |
| 3Y | +53.9% | +66.1% | -12.3% | +37.0% |
| 5Y | +95.4% | +495.8% | -400.4% | +35.1% |
| 10Y | +193.5% | +514.7% | -321.2% | +81.6% |
| All | +1,848.7% | +1,647.6% | +201.1% | +799.4% |
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