+280.9%
PSX vs GD
+97.4%
+183.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.3% | -2.5% | -3.7% |
| 7D | -9.7% | -3.9% | -5.8% | -7.9% |
| 30D | -8.4% | +8.1% | -16.5% | -11.7% |
| 3M | +22.6% | -6.8% | +29.4% | +26.6% |
| 6M | +38.8% | +3.0% | +35.8% | +35.7% |
| YTD | +95.5% | +7.8% | +87.7% | +85.2% |
| 1Y | +87.1% | +5.8% | +81.3% | +78.9% |
| 3Y | +133.5% | +55.3% | +78.2% | +75.9% |
| 5Y | +280.9% | +96.7% | +184.2% | +127.7% |
| All | +280.9% | +97.4% | +183.5% | +127.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling