+141.2%
PSX vs GD
+68.4%
+72.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.8% |
| 7D | +4.5% | -5.3% | +9.8% | +6.6% |
| 30D | +26.6% | -6.4% | +33.0% | +29.6% |
| 3M | +39.3% | +5.7% | +33.6% | +35.6% |
| 6M | +56.8% | -0.9% | +57.8% | +56.5% |
| YTD | +101.8% | +8.2% | +93.7% | +92.9% |
| 1Y | +99.6% | +13.4% | +86.2% | +86.1% |
| All | +141.2% | +68.4% | +72.9% | +92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling