+18.8%
PGR vs GFI
+5.1%
+13.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -0.6% |
| 7D | +1.3% | +7.7% | -6.4% | +1.5% |
| 30D | +10.0% | +4.6% | +5.4% | +10.1% |
| 3M | +9.6% | +3.8% | +5.8% | +9.9% |
| 6M | +18.0% | -7.3% | +25.3% | +18.3% |
| YTD | +9.0% | -8.8% | +17.8% | +9.1% |
| 1Y | +18.8% | +4.3% | +14.5% | +18.6% |
| All | +18.8% | +5.1% | +13.7% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling