+4,650.8%
PG vs GD
+20,436.8%
-15,786.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.2% |
| 7D | +2.9% | -3.0% | +6.0% | +3.6% |
| 30D | +12.0% | +9.3% | +2.7% | +9.7% |
| 3M | +16.2% | -7.2% | +23.4% | +18.1% |
| 6M | +16.6% | +5.5% | +11.1% | +14.9% |
| YTD | +20.9% | +9.5% | +11.4% | +17.7% |
| 1Y | +17.8% | +6.4% | +11.4% | +15.4% |
| 3Y | +21.2% | +59.8% | -38.7% | +7.1% |
| 5Y | +31.7% | +98.0% | -66.3% | +10.2% |
| 10Y | +156.9% | +177.4% | -20.5% | +94.5% |
| All | +4,650.8% | +20,436.8% | -15,786.0% | +2,421.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling