+117.2%
PG vs GD
+188.9%
-71.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | -3.4% | -3.1% | -0.3% | -2.5% |
| 30D | -2.6% | -10.9% | +8.3% | +0.7% |
| 3M | -3.3% | +2.5% | -5.8% | -4.2% |
| 6M | -6.7% | -1.7% | -5.0% | -6.6% |
| YTD | +1.7% | +6.1% | -4.4% | -0.7% |
| 1Y | -7.9% | +11.7% | -19.6% | -11.6% |
| 3Y | +0.9% | +71.8% | -70.9% | -16.8% |
| 5Y | +12.6% | +92.2% | -79.5% | -10.9% |
| 10Y | +117.2% | +192.2% | -75.0% | +48.8% |
| All | +117.2% | +188.9% | -71.7% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling