-2.4%
GFS vs PL
+81.2%
-83.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | +1.0% | -9.3% | +10.3% | +2.7% |
| 30D | -8.6% | -18.9% | +10.3% | -5.0% |
| 3M | -46.5% | -58.4% | +11.8% | -38.0% |
| 6M | -4.8% | -30.3% | +25.5% | -1.3% |
| YTD | +29.7% | -8.1% | +37.8% | +26.6% |
| 1Y | +35.8% | +180.5% | -144.7% | +3.0% |
| 3Y | -18.3% | +444.1% | -462.5% | -52.5% |
| All | -2.4% | +81.2% | -83.6% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling