+272.5%
PM vs GD
+165.7%
+106.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | +0.5% | +2.7% | -2.1% | -0.4% |
| 30D | -3.2% | +8.6% | -11.8% | -6.0% |
| 3M | +6.2% | -7.1% | +13.3% | +8.9% |
| 6M | +7.7% | +7.5% | +0.2% | +4.6% |
| YTD | +27.3% | +9.9% | +17.4% | +21.9% |
| 1Y | +32.8% | +7.6% | +25.2% | +28.2% |
| 3Y | +150.0% | +56.2% | +93.8% | +103.6% |
| 5Y | +164.2% | +100.6% | +63.6% | +88.6% |
| All | +272.5% | +165.7% | +106.8% | +123.1% |
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