-23.5%
GFS vs PPG
-14.0%
-9.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +1.5% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | -16.4% | -7.8% | -8.6% | -11.6% |
| 3M | -41.6% | -2.2% | -39.4% | -41.4% |
| 6M | -3.7% | +4.1% | -7.8% | -8.5% |
| YTD | +29.3% | +9.1% | +20.2% | +16.3% |
| 1Y | +37.1% | +1.0% | +36.2% | +31.2% |
| All | -23.5% | -14.0% | -9.4% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling