+852.8%
PM vs GD
+561.3%
+291.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -3.7% |
| 7D | -3.4% | -3.9% | +0.5% | -1.9% |
| 30D | +5.8% | +8.1% | -2.2% | +2.8% |
| 3M | +6.7% | -6.8% | +13.4% | +9.4% |
| 6M | +19.9% | +3.0% | +16.9% | +18.2% |
| YTD | +27.8% | +7.8% | +20.0% | +23.0% |
| 1Y | +39.4% | +5.8% | +33.6% | +35.0% |
| 3Y | +146.9% | +55.3% | +91.6% | +100.9% |
| 5Y | +166.6% | +96.7% | +70.0% | +93.3% |
| 10Y | +242.1% | +195.4% | +46.7% | +99.6% |
| All | +852.8% | +561.3% | +291.6% | +281.3% |
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