-50.7%
GFS vs PLTD
-25.7%
-25.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +9.5% | -19.4% | -8.7% |
| 7D | -20.7% | +25.1% | -45.8% | -18.8% |
| 30D | -25.2% | +21.0% | -46.3% | -23.5% |
| 3M | -26.3% | -2.9% | -23.4% | -25.5% |
| 6M | -50.7% | -27.8% | -22.9% | -48.3% |
| All | -50.7% | -25.7% | -25.0% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 6mo: compounded portfolio wealth divided by compounded PLTD 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…
6mo analysis · Full analysis span regression · 6 months rolling