+188.5%
GD vs PEG
+148.6%
+39.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.4% |
| 7D | -5.0% | -2.3% | -2.7% | -4.1% |
| 30D | +8.9% | +1.2% | +7.7% | +8.3% |
| 3M | -8.0% | -2.4% | -5.7% | -7.2% |
| 6M | +2.9% | -6.9% | +9.8% | +5.8% |
| YTD | +7.1% | -7.2% | +14.3% | +9.7% |
| 1Y | +5.9% | -8.9% | +14.8% | +9.4% |
| 3Y | +53.9% | +27.1% | +26.7% | +32.9% |
| 5Y | +95.4% | +33.8% | +61.6% | +62.8% |
| All | +188.5% | +148.6% | +39.9% | +109.5% |
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