+102.5%
GD vs PEG
+41.8%
+60.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.7% |
| 7D | -1.9% | +2.6% | -4.5% | -2.8% |
| 30D | +10.9% | +3.3% | +7.6% | +9.6% |
| 3M | -6.8% | +1.1% | -7.8% | -7.2% |
| 6M | +7.0% | -1.4% | +8.5% | +7.3% |
| YTD | +11.1% | -4.6% | +15.7% | +12.2% |
| 1Y | +7.0% | -7.2% | +14.2% | +9.3% |
| 3Y | +59.9% | +33.7% | +26.2% | +35.9% |
| 5Y | +102.5% | +40.8% | +61.6% | +64.5% |
| All | +102.5% | +41.8% | +60.7% | +64.5% |
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 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