-0.8%
GFS vs PPG
-27.9%
+27.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +1.4% |
| 7D | +3.2% | -5.1% | +8.4% | +7.0% |
| 30D | -9.6% | -9.6% | 0.0% | -3.1% |
| 3M | -38.5% | -6.4% | -32.1% | -36.2% |
| 6M | -1.3% | +0.5% | -1.8% | -3.7% |
| YTD | +31.8% | +4.4% | +27.4% | +23.3% |
| 1Y | +44.6% | -0.9% | +45.5% | +40.1% |
| 3Y | -20.6% | -17.0% | -3.7% | -13.1% |
| All | -0.8% | -27.9% | +27.1% | +18.4% |
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