-11.6%
GFS vs PLTU
+103.5%
-115.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.1% | -0.9% | +5.6% |
| 7D | -7.8% | -25.3% | +17.5% | -5.7% |
| 30D | -19.7% | -34.5% | +14.8% | -17.1% |
| 3M | -23.1% | -3.4% | -19.8% | -23.4% |
| 6M | -46.4% | +12.4% | -58.8% | -48.1% |
| YTD | +11.0% | -45.1% | +56.2% | +13.0% |
| 1Y | +12.6% | -45.7% | +58.3% | +14.1% |
| All | -11.6% | +103.5% | -115.1% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 10y: compounded portfolio wealth divided by compounded PLTU 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…
10y analysis · Full analysis span regression · 6 months rolling