+12.4%
GD vs PEG
-5.5%
+18.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -3.5% | +1.0% | -4.5% | -3.6% |
| 30D | -9.0% | -1.9% | -7.2% | -8.8% |
| 3M | +5.1% | -3.7% | +8.7% | +5.6% |
| 6M | -1.0% | -9.4% | +8.4% | +0.3% |
| YTD | +7.3% | -6.0% | +13.3% | +7.1% |
| 1Y | +12.4% | -4.4% | +16.8% | +11.9% |
| All | +12.4% | -5.5% | +18.0% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling