+346.6%
PSX vs GD
+190.6%
+156.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | -13.1% | -5.0% | -8.1% | -9.9% |
| 30D | -9.5% | +8.9% | -18.5% | -14.9% |
| 3M | +20.2% | -8.0% | +28.2% | +27.1% |
| 6M | +44.9% | +2.9% | +42.0% | +40.1% |
| YTD | +94.4% | +7.1% | +87.3% | +80.6% |
| 1Y | +83.1% | +5.9% | +77.1% | +71.2% |
| 3Y | +132.2% | +53.9% | +78.3% | +58.7% |
| 5Y | +278.8% | +95.4% | +183.4% | +106.4% |
| All | +346.6% | +190.6% | +156.0% | +85.0% |
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