-29.3%
GFS vs PPG
-14.2%
-15.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -5.3% | +3.2% | -8.5% | -7.4% |
| 30D | -15.8% | +20.4% | -36.2% | -26.6% |
| 3M | -18.6% | +8.4% | -27.0% | -23.8% |
| 6M | -45.0% | +15.6% | -60.6% | -51.4% |
| YTD | +16.8% | +24.4% | -7.6% | -4.1% |
| 1Y | +17.8% | +32.9% | -15.1% | -8.3% |
| 3Y | -21.5% | +3.7% | -25.2% | -26.9% |
| 5Y | -29.3% | -13.7% | -15.6% | -28.9% |
| All | -29.3% | -14.2% | -15.2% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling