-12.1%
GFS vs PNR
+1.0%
-13.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | -5.3% | -0.1% | -5.1% | -5.3% |
| 30D | -15.8% | +33.4% | -49.1% | -30.2% |
| 3M | -18.6% | +4.9% | -23.5% | -21.8% |
| 6M | -45.0% | -8.5% | -36.5% | -43.3% |
| YTD | +16.8% | -32.1% | +48.9% | +46.6% |
| 1Y | +17.8% | -35.0% | +52.8% | +52.5% |
| 3Y | -21.5% | +17.6% | -39.1% | -36.5% |
| 5Y | -29.3% | +0.9% | -30.2% | -35.2% |
| All | -12.1% | +1.0% | -13.1% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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