+765.0%
PLTR vs GD
+54.3%
+710.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.9% |
| 7D | -12.9% | -5.0% | -7.9% | -10.1% |
| 30D | -17.4% | +8.9% | -26.3% | -21.7% |
| 3M | +2.9% | -8.0% | +10.9% | +8.3% |
| 6M | +19.9% | +2.9% | +17.0% | +17.5% |
| YTD | -9.8% | +7.1% | -16.8% | -13.6% |
| 1Y | -8.4% | +5.9% | -14.3% | -11.5% |
| 3Y | +765.0% | +53.9% | +711.2% | +615.0% |
| All | +765.0% | +54.3% | +710.7% | +615.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling