+25.2%
GFS vs PPG
+30.3%
-5.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | +17.2% | -0.2% | +17.4% | +17.3% |
| 30D | -8.7% | +17.7% | -26.5% | -14.7% |
| 3M | -19.7% | +7.4% | -27.1% | -21.9% |
| 6M | -40.7% | +16.4% | -57.1% | -45.1% |
| YTD | +22.5% | +22.4% | +0.2% | +11.3% |
| 1Y | +25.2% | +28.6% | -3.4% | +12.1% |
| All | +25.2% | +30.3% | -5.0% | +12.1% |
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