+177.4%
GD vs PEG
+155.4%
+22.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.3% | -1.1% | +0.8% |
| 7D | -3.0% | +0.9% | -3.9% | -3.4% |
| 30D | +9.3% | +3.8% | +5.5% | +7.5% |
| 3M | -7.2% | +0.1% | -7.3% | -7.4% |
| 6M | +5.5% | -1.0% | +6.4% | +5.6% |
| YTD | +9.5% | -4.1% | +13.6% | +10.6% |
| 1Y | +6.4% | -6.9% | +13.3% | +8.9% |
| 3Y | +59.8% | +35.6% | +24.2% | +33.7% |
| 5Y | +98.0% | +42.8% | +55.2% | +59.7% |
| 10Y | +177.4% | +160.2% | +17.2% | +91.2% |
| All | +177.4% | +155.4% | +22.0% | +91.2% |
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