+163.1%
PG vs GD
+174.7%
-11.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.2% | +0.6% | -0.4% | 0.0% |
| 30D | +10.2% | +9.5% | +0.7% | +7.3% |
| 3M | +16.2% | -5.8% | +22.1% | +18.1% |
| 6M | +18.6% | +7.7% | +10.9% | +15.8% |
| YTD | +20.4% | +11.1% | +9.3% | +15.8% |
| 1Y | +16.2% | +6.1% | +10.1% | +13.3% |
| 3Y | +19.9% | +59.8% | -39.9% | +1.3% |
| 5Y | +30.3% | +104.6% | -74.3% | +0.7% |
| 10Y | +163.1% | +170.6% | -7.4% | +81.1% |
| All | +163.1% | +174.7% | -11.6% | +81.1% |
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