+239.7%
GD vs PR
+160.5%
+79.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +4.0% | -2.1% |
| 7D | +3.0% | -12.1% | +15.1% | +3.9% |
| 30D | +10.5% | +0.9% | +9.6% | +10.4% |
| 3M | -5.0% | +10.1% | -15.1% | -5.7% |
| 6M | +5.5% | +1.1% | +4.4% | +5.1% |
| YTD | +10.3% | +63.7% | -53.3% | +6.1% |
| 1Y | +8.2% | +87.0% | -78.9% | +2.9% |
| 3Y | +59.0% | +70.7% | -11.7% | +51.0% |
| 5Y | +104.3% | +246.8% | -142.5% | +82.1% |
| 10Y | +202.4% | +72.6% | +129.8% | +185.1% |
| All | +239.7% | +160.5% | +79.2% | +217.6% |
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