+75.3%
PEP vs GFI
+1,066.8%
-991.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.2% |
| 7D | -1.0% | -4.9% | +3.9% | -0.8% |
| 30D | -0.7% | +10.7% | -11.4% | -1.0% |
| 3M | -4.1% | +25.6% | -29.8% | -5.0% |
| 6M | -13.1% | -8.3% | -4.8% | -13.1% |
| YTD | -2.1% | +6.3% | -8.4% | -2.7% |
| 1Y | -1.7% | +22.1% | -23.7% | -3.0% |
| 3Y | -15.1% | +289.2% | -304.3% | -20.7% |
| 5Y | +3.1% | +531.7% | -528.5% | -6.7% |
| All | +75.3% | +1,066.8% | -991.6% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling