+233.0%
GD vs PR
+169.5%
+63.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.7% |
| 7D | -5.3% | +2.9% | -8.2% | -5.5% |
| 30D | -6.4% | +18.0% | -24.5% | -7.6% |
| 3M | +5.7% | +16.9% | -11.2% | +4.4% |
| 6M | -0.9% | +28.2% | -29.2% | -3.0% |
| YTD | +8.2% | +69.3% | -61.2% | +3.8% |
| 1Y | +13.4% | +69.5% | -56.1% | +8.7% |
| 3Y | +68.5% | +81.7% | -13.2% | +59.4% |
| 5Y | +97.2% | +422.2% | -325.1% | +71.7% |
| 10Y | +190.2% | +110.4% | +79.8% | +172.5% |
| All | +233.0% | +169.5% | +63.5% | +210.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling