+117.4%
PM vs GD
+97.9%
+19.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.6% |
| 7D | -4.9% | -5.3% | +0.4% | -3.9% |
| 30D | -3.4% | -6.4% | +3.0% | -2.2% |
| 3M | +5.2% | +5.7% | -0.5% | +4.1% |
| 6M | +3.7% | -0.9% | +4.7% | +3.9% |
| YTD | +15.8% | +8.2% | +7.6% | +13.9% |
| 1Y | +17.4% | +13.4% | +3.9% | +14.2% |
| 3Y | +116.9% | +68.5% | +48.4% | +86.4% |
| All | +117.4% | +97.9% | +19.5% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling