+806.9%
PH vs GD
+190.3%
+616.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +1.2% |
| 7D | -3.1% | -5.3% | +2.2% | +1.0% |
| 30D | -3.2% | -6.4% | +3.2% | +1.8% |
| 3M | +10.6% | +5.7% | +4.9% | +5.4% |
| 6M | -2.1% | -0.9% | -1.2% | -2.6% |
| YTD | +10.2% | +8.2% | +2.0% | +1.5% |
| 1Y | +28.2% | +13.4% | +14.8% | +13.4% |
| 3Y | +134.9% | +68.5% | +66.4% | +45.0% |
| 5Y | +253.6% | +97.2% | +156.5% | +85.6% |
| All | +806.9% | +190.3% | +616.5% | +217.5% |
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