+164.9%
GD vs PEG
+167.4%
-2.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | +1.9% | +2.3% | -0.4% | +0.9% |
| 30D | +9.2% | +6.1% | +3.1% | +6.4% |
| 3M | -7.5% | -0.5% | -6.9% | -7.4% |
| 6M | +5.8% | -3.2% | +8.9% | +7.0% |
| YTD | +9.8% | -4.4% | +14.2% | +11.1% |
| 1Y | +5.8% | -7.4% | +13.2% | +8.5% |
| 3Y | +58.0% | +33.9% | +24.1% | +32.9% |
| 5Y | +100.4% | +42.3% | +58.1% | +61.7% |
| All | +164.9% | +167.4% | -2.5% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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