+104.3%
GD vs PR
+239.6%
-135.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +4.0% | -1.7% |
| 7D | +3.0% | -12.1% | +15.1% | +4.8% |
| 30D | +10.5% | +0.9% | +9.6% | +10.3% |
| 3M | -5.0% | +10.1% | -15.1% | -6.5% |
| 6M | +5.5% | +1.1% | +4.4% | +4.8% |
| YTD | +10.3% | +63.7% | -53.3% | +1.6% |
| 1Y | +8.2% | +87.0% | -78.9% | -2.6% |
| 3Y | +59.0% | +70.7% | -11.7% | +42.1% |
| 5Y | +104.3% | +246.8% | -142.5% | +57.5% |
| All | +104.3% | +239.6% | -135.3% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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