+1,112.1%
PSX vs GD
+611.2%
+500.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +1.4% |
| 7D | +4.5% | -5.3% | +9.8% | +8.3% |
| 30D | +26.6% | -6.4% | +33.0% | +32.2% |
| 3M | +39.3% | +5.7% | +33.6% | +32.9% |
| 6M | +56.8% | -0.9% | +57.8% | +55.6% |
| YTD | +101.8% | +8.2% | +93.7% | +87.4% |
| 1Y | +99.6% | +13.4% | +86.2% | +78.4% |
| 3Y | +140.3% | +68.5% | +71.9% | +57.2% |
| 5Y | +339.3% | +97.2% | +242.2% | +151.0% |
| 10Y | +369.9% | +190.2% | +179.7% | +98.3% |
| All | +1,112.1% | +611.2% | +500.9% | +192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling