+1,046.2%
PLTR vs GD
+68.4%
+977.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -3.4% |
| 7D | -6.4% | -5.3% | -1.2% | -3.3% |
| 30D | +10.0% | -6.4% | +16.5% | +14.6% |
| 3M | +23.0% | +5.7% | +17.3% | +19.0% |
| 6M | +13.8% | -0.9% | +14.7% | +14.9% |
| YTD | -1.9% | +8.2% | -10.1% | -6.3% |
| 1Y | +11.6% | +13.4% | -1.8% | +3.7% |
| All | +1,046.2% | +68.4% | +977.8% | +768.4% |
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