+177.4%
GD vs PPG
+63.3%
+114.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.4% |
| 7D | -3.0% | +0.3% | -3.4% | -3.3% |
| 30D | +9.3% | +20.5% | -11.2% | +1.8% |
| 3M | -7.2% | +5.3% | -12.5% | -9.3% |
| 6M | +5.5% | +15.8% | -10.3% | -1.0% |
| YTD | +9.5% | +24.6% | -15.1% | -1.3% |
| 1Y | +6.4% | +33.6% | -27.2% | -6.8% |
| 3Y | +59.8% | +5.0% | +54.8% | +51.1% |
| 5Y | +98.0% | -14.0% | +112.0% | +99.2% |
| 10Y | +177.4% | +58.2% | +119.1% | +106.4% |
| All | +177.4% | +63.3% | +114.1% | +106.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling