+229.6%
PM vs GD
+190.6%
+39.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -5.2% | -5.0% | -0.3% | -3.6% |
| 30D | +2.7% | +8.9% | -6.2% | -0.2% |
| 3M | +5.2% | -8.0% | +13.3% | +8.2% |
| 6M | +17.0% | +2.9% | +14.1% | +15.5% |
| YTD | +25.5% | +7.1% | +18.4% | +21.5% |
| 1Y | +35.5% | +5.9% | +29.6% | +31.6% |
| 3Y | +143.9% | +53.9% | +90.1% | +100.7% |
| 5Y | +161.8% | +95.4% | +66.4% | +90.6% |
| All | +229.6% | +190.6% | +39.0% | +137.0% |
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 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