+8.2%
GD vs PPG
+38.5%
-30.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.0% | -7.5% | -3.0% |
| 7D | +3.0% | +7.5% | -4.5% | +2.2% |
| 30D | +10.5% | +20.9% | -10.4% | +8.2% |
| 3M | -5.0% | +8.7% | -13.7% | -5.8% |
| 6M | +5.5% | +23.8% | -18.4% | +3.4% |
| YTD | +10.3% | +26.5% | -16.2% | +3.1% |
| 1Y | +8.2% | +37.6% | -29.4% | -0.8% |
| All | +8.2% | +38.5% | -30.3% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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