+3.3%
GFS vs PLTU
+154.0%
-150.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.0% | +10.5% | +2.2% |
| 7D | +1.0% | -13.6% | +14.6% | +1.9% |
| 30D | -8.6% | +16.7% | -25.3% | -10.1% |
| 3M | -46.5% | +29.6% | -76.1% | -48.4% |
| 6M | -4.8% | -0.1% | -4.7% | -7.4% |
| YTD | +29.7% | -31.5% | +61.2% | +29.9% |
| 1Y | +35.8% | -19.7% | +55.6% | +31.6% |
| All | +3.3% | +154.0% | -150.8% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling