-21.3%
GFS vs PR
+237.1%
-258.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.9% | -5.0% | -8.7% |
| 7D | -20.7% | -16.5% | -4.2% | -17.1% |
| 30D | -25.2% | -4.5% | -20.7% | -24.5% |
| 3M | -26.3% | +8.5% | -34.8% | -28.3% |
| 6M | -50.7% | -3.3% | -47.4% | -50.8% |
| YTD | +4.5% | +55.7% | -51.2% | -9.0% |
| 1Y | +2.5% | +82.0% | -79.6% | -14.8% |
| 3Y | -30.9% | +62.5% | -93.4% | -42.1% |
| 5Y | -42.6% | +223.9% | -266.5% | -58.9% |
| All | -21.3% | +237.1% | -258.5% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling