+763.1%
PM vs GD
+563.7%
+199.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.3% |
| 7D | -4.9% | -5.3% | +0.4% | -2.9% |
| 30D | -3.4% | -6.4% | +3.0% | -1.0% |
| 3M | +5.2% | +5.7% | -0.5% | +2.8% |
| 6M | +3.7% | -0.9% | +4.7% | +3.5% |
| YTD | +15.8% | +8.2% | +7.6% | +11.3% |
| 1Y | +17.4% | +13.4% | +3.9% | +10.5% |
| 3Y | +116.9% | +68.5% | +48.4% | +70.2% |
| 5Y | +117.3% | +97.2% | +20.2% | +57.4% |
| 10Y | +193.8% | +190.2% | +3.6% | +72.9% |
| All | +763.1% | +563.7% | +199.4% | +245.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling