+97.2%
GD vs PPG
-16.3%
+113.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | -5.3% | -1.5% | -3.8% | -4.9% |
| 30D | -6.4% | -5.0% | -1.5% | -5.4% |
| 3M | +5.7% | +1.1% | +4.6% | +5.2% |
| 6M | -0.9% | -3.2% | +2.2% | -0.8% |
| YTD | +8.2% | +11.9% | -3.7% | +4.2% |
| 1Y | +13.4% | +5.3% | +8.1% | +10.8% |
| 3Y | +68.5% | -15.0% | +83.5% | +70.8% |
| All | +97.2% | -16.3% | +113.5% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling