+1,531.5%
PLTR vs GD
+193.8%
+1,337.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.3% | -7.4% | -8.6% |
| 7D | -21.1% | -3.9% | -17.2% | -19.5% |
| 30D | -19.3% | +8.1% | -27.4% | -22.4% |
| 3M | -2.2% | -6.8% | +4.6% | +1.2% |
| 6M | +14.0% | +3.0% | +11.0% | +12.2% |
| YTD | -12.8% | +7.8% | -20.6% | -16.1% |
| 1Y | -17.5% | +5.8% | -23.3% | -19.8% |
| 3Y | +720.5% | +55.3% | +665.2% | +572.4% |
| 5Y | +496.1% | +96.7% | +399.4% | +375.8% |
| All | +1,531.5% | +193.8% | +1,337.7% | +1,170.6% |
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 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