+1,448.7%
GD vs PRU
+840.8%
+607.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.6% | -9.2% | -4.4% |
| 7D | +3.0% | +9.8% | -6.8% | +0.2% |
| 30D | +10.5% | +11.6% | -1.1% | +7.1% |
| 3M | -5.0% | +3.7% | -8.6% | -6.1% |
| 6M | +5.5% | +33.0% | -27.5% | -2.8% |
| YTD | +10.3% | +16.6% | -6.2% | +5.1% |
| 1Y | +8.2% | +26.9% | -18.8% | +0.5% |
| 3Y | +59.0% | +55.7% | +3.3% | +38.2% |
| 5Y | +104.3% | +44.5% | +59.7% | +79.0% |
| 10Y | +202.4% | +133.1% | +69.3% | +125.0% |
| All | +1,448.7% | +840.8% | +607.9% | +606.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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