+253.6%
PH vs GD
+97.9%
+155.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.8% |
| 7D | -3.1% | -5.3% | +2.2% | -0.2% |
| 30D | -3.2% | -6.4% | +3.2% | +0.3% |
| 3M | +10.6% | +5.7% | +4.9% | +7.0% |
| 6M | -2.1% | -0.9% | -1.2% | -2.0% |
| YTD | +10.2% | +8.2% | +2.0% | +4.2% |
| 1Y | +28.2% | +13.4% | +14.8% | +17.6% |
| 3Y | +134.9% | +68.5% | +66.4% | +65.9% |
| All | +253.6% | +97.9% | +155.7% | +117.9% |
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