+35.8%
GFS vs PPG
+5.2%
+30.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.8% |
| 7D | +1.0% | -1.5% | +2.5% | +1.6% |
| 30D | -8.6% | -5.0% | -3.6% | -6.5% |
| 3M | -46.5% | +1.1% | -47.7% | -47.2% |
| 6M | -4.8% | -3.2% | -1.7% | -7.4% |
| YTD | +29.7% | +11.9% | +17.8% | +20.9% |
| 1Y | +35.8% | +5.3% | +30.5% | +29.2% |
| All | +35.8% | +5.2% | +30.6% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling