+166.6%
PM vs GD
+97.4%
+69.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.2% |
| 7D | -3.4% | -3.9% | +0.5% | -2.7% |
| 30D | +5.8% | +8.1% | -2.2% | +4.4% |
| 3M | +6.7% | -6.8% | +13.4% | +7.9% |
| 6M | +19.9% | +3.0% | +16.9% | +19.2% |
| YTD | +27.8% | +7.8% | +20.0% | +25.8% |
| 1Y | +39.4% | +5.8% | +33.6% | +37.7% |
| 3Y | +146.9% | +55.3% | +91.6% | +118.2% |
| 5Y | +166.6% | +96.7% | +70.0% | +113.8% |
| All | +166.6% | +97.4% | +69.2% | +113.8% |
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 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