+235.6%
PM vs GD
+192.5%
+43.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -3.8% |
| 7D | -3.4% | -3.9% | +0.5% | -2.0% |
| 30D | +5.8% | +8.1% | -2.2% | +3.1% |
| 3M | +6.7% | -6.8% | +13.4% | +9.1% |
| 6M | +19.9% | +3.0% | +16.9% | +18.3% |
| YTD | +27.8% | +7.8% | +20.0% | +23.4% |
| 1Y | +39.4% | +5.8% | +33.6% | +35.5% |
| 3Y | +146.9% | +55.3% | +91.6% | +102.4% |
| 5Y | +166.6% | +96.7% | +70.0% | +93.7% |
| All | +235.6% | +192.5% | +43.1% | +140.8% |
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