+154.3%
PSX vs GD
+58.0%
+96.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +2.1% |
| 7D | +6.4% | +1.9% | +4.5% | +5.7% |
| 30D | -10.2% | +9.2% | -19.4% | -13.0% |
| 3M | +17.2% | -7.5% | +24.6% | +20.6% |
| 6M | +51.8% | +5.8% | +46.0% | +47.6% |
| YTD | +108.0% | +9.8% | +98.2% | +97.1% |
| 1Y | +96.1% | +5.8% | +90.4% | +89.1% |
| All | +154.3% | +58.0% | +96.2% | +101.6% |
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