+357.1%
PSX vs GD
+174.7%
+182.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.2% | +3.2% |
| 7D | -0.4% | +0.6% | -1.0% | -0.8% |
| 30D | -8.1% | +9.5% | -17.6% | -13.8% |
| 3M | +15.9% | -5.8% | +21.8% | +20.6% |
| 6M | +49.4% | +7.7% | +41.6% | +39.8% |
| YTD | +104.7% | +11.1% | +93.6% | +85.3% |
| 1Y | +89.1% | +6.1% | +83.0% | +77.0% |
| 3Y | +151.7% | +59.8% | +91.9% | +67.2% |
| 5Y | +298.3% | +104.6% | +193.7% | +109.1% |
| 10Y | +357.1% | +170.6% | +186.5% | +100.5% |
| All | +357.1% | +174.7% | +182.3% | +100.5% |
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