+3,973.2%
PG vs GFI
+650.5%
+3,322.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.6% |
| 7D | -0.8% | -4.9% | +4.1% | -0.7% |
| 30D | +0.8% | +10.7% | -9.9% | +0.6% |
| 3M | -1.3% | +25.6% | -27.0% | -1.9% |
| 6M | -3.8% | -8.3% | +4.4% | -3.8% |
| YTD | +3.6% | +6.3% | -2.7% | +3.3% |
| 1Y | -5.7% | +22.1% | -27.8% | -6.4% |
| 3Y | +1.6% | +289.2% | -287.6% | -1.9% |
| 5Y | +14.6% | +531.7% | -517.1% | +9.3% |
| 10Y | +121.2% | +1,043.8% | -922.6% | +107.1% |
| All | +3,973.2% | +650.5% | +3,322.7% | +3,870.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling