+97.2%
GD vs PEG
+35.8%
+61.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -5.3% | +0.7% | -6.0% | -5.5% |
| 30D | -6.4% | -2.4% | -4.0% | -5.6% |
| 3M | +5.7% | -4.8% | +10.5% | +7.4% |
| 6M | -0.9% | -10.7% | +9.7% | +2.8% |
| YTD | +8.2% | -6.7% | +14.8% | +10.2% |
| 1Y | +13.4% | -6.8% | +20.3% | +15.4% |
| 3Y | +68.5% | +34.5% | +34.0% | +43.4% |
| All | +97.2% | +35.8% | +61.4% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling