-10.3%
GFS vs PPG
-15.4%
+5.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +7.4% | +0.7% | +6.6% | +6.9% |
| 30D | -15.3% | +17.6% | -32.8% | -24.9% |
| 3M | -21.1% | +7.5% | -28.6% | -25.6% |
| 6M | -44.5% | +17.6% | -62.1% | -51.6% |
| YTD | +19.2% | +22.6% | -3.3% | -1.0% |
| 1Y | +27.2% | +28.0% | -0.8% | +2.0% |
| 3Y | -20.1% | +1.8% | -21.9% | -24.6% |
| 5Y | -25.6% | -15.5% | -10.1% | -21.5% |
| All | -10.3% | -15.4% | +5.2% | -5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling