-50.7%
GFS vs PR
-3.2%
-47.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.9% | -5.0% | -10.0% |
| 7D | -20.7% | -16.5% | -4.2% | -21.9% |
| 30D | -25.2% | -4.5% | -20.7% | -25.0% |
| 3M | -26.3% | +8.5% | -34.8% | -25.1% |
| 6M | -50.7% | -3.3% | -47.4% | -50.1% |
| All | -50.7% | -3.2% | -47.5% | -50.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling