-2.4%
GFS vs PR
+266.6%
-269.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.9% |
| 7D | +1.0% | +2.9% | -1.9% | +0.2% |
| 30D | -8.6% | +18.0% | -26.6% | -12.6% |
| 3M | -46.5% | +16.9% | -63.4% | -48.9% |
| 6M | -4.8% | +28.2% | -33.0% | -11.9% |
| YTD | +29.7% | +69.3% | -39.7% | +10.9% |
| 1Y | +35.8% | +69.5% | -33.7% | +15.7% |
| 3Y | -18.3% | +81.7% | -100.0% | -33.4% |
| All | -2.4% | +266.6% | -269.1% | -32.3% |
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