+35.8%
GFS vs PR
+76.5%
-40.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.5% |
| 7D | +1.0% | +2.9% | -1.9% | +1.1% |
| 30D | -8.6% | +18.0% | -26.6% | -8.3% |
| 3M | -46.5% | +16.9% | -63.4% | -46.1% |
| 6M | -4.8% | +28.2% | -33.0% | -5.7% |
| YTD | +29.7% | +69.3% | -39.7% | +26.4% |
| 1Y | +35.8% | +69.5% | -33.7% | +28.8% |
| All | +35.8% | +76.5% | -40.7% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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