+2.5%
GFS vs PL
-11.4%
+13.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -10.1% | +0.3% | -8.0% |
| 7D | -20.7% | -20.5% | -0.2% | -17.3% |
| 30D | -25.2% | -38.8% | +13.5% | -18.9% |
| 3M | -26.3% | -49.1% | +22.8% | -17.8% |
| 6M | -50.7% | -69.4% | +18.7% | -41.9% |
| YTD | +4.5% | -42.3% | +46.9% | +20.1% |
| 1Y | +2.5% | -14.2% | +16.6% | +17.3% |
| All | +2.5% | -11.4% | +13.9% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling