+191.7%
PH vs GD
+97.4%
+94.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -0.7% |
| 7D | -3.9% | -3.9% | 0.0% | -1.8% |
| 30D | -9.4% | +8.1% | -17.5% | -13.3% |
| 3M | -10.3% | -6.8% | -3.5% | -6.9% |
| 6M | +2.7% | +3.0% | -0.3% | +0.5% |
| YTD | +2.1% | +7.8% | -5.6% | -3.5% |
| 1Y | +16.2% | +5.8% | +10.4% | +11.0% |
| 3Y | +129.3% | +55.3% | +74.0% | +69.9% |
| 5Y | +191.7% | +96.7% | +95.1% | +72.3% |
| All | +191.7% | +97.4% | +94.3% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling