+22,462.1%
PH vs GD
+20,595.6%
+1,866.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -2.5% |
| 7D | -0.2% | +3.0% | -3.2% | -1.6% |
| 30D | -6.7% | +10.5% | -17.2% | -11.1% |
| 3M | -8.1% | -5.0% | -3.2% | -6.0% |
| 6M | +5.3% | +5.5% | -0.2% | +2.2% |
| YTD | +4.2% | +10.3% | -6.2% | -1.7% |
| 1Y | +19.3% | +8.2% | +11.2% | +13.6% |
| 3Y | +133.9% | +59.0% | +74.8% | +84.4% |
| 5Y | +197.7% | +104.3% | +93.4% | +107.6% |
| 10Y | +776.5% | +202.4% | +574.0% | +424.6% |
| All | +22,462.1% | +20,595.6% | +1,866.5% | +7,253.0% |
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