+302.5%
PSX vs GD
+99.6%
+202.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | +7.8% | +2.7% | +5.2% | +6.4% |
| 30D | -10.9% | +8.6% | -19.5% | -14.3% |
| 3M | +14.5% | -7.1% | +21.5% | +18.4% |
| 6M | +56.1% | +7.5% | +48.7% | +49.5% |
| YTD | +109.6% | +9.9% | +99.7% | +96.7% |
| 1Y | +95.5% | +7.6% | +88.0% | +85.6% |
| 3Y | +156.2% | +56.2% | +100.0% | +92.7% |
| All | +302.5% | +99.6% | +202.9% | +136.5% |
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 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