+73.7%
GD vs PPG
-13.4%
+87.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.3% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | -9.0% | -7.8% | -1.3% | -7.6% |
| 3M | +5.1% | -2.2% | +7.3% | +5.3% |
| 6M | -1.0% | +4.1% | -5.2% | -2.3% |
| YTD | +7.3% | +9.1% | -1.8% | +4.1% |
| 1Y | +12.4% | +1.0% | +11.5% | +11.0% |
| 3Y | +73.7% | -13.3% | +87.0% | +72.6% |
| All | +73.7% | -13.4% | +87.1% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling