-6.8%
PGR vs GFI
+29.3%
-36.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.7% |
| 7D | -0.6% | -2.7% | +2.1% | -0.8% |
| 30D | +4.9% | +13.2% | -8.3% | +5.7% |
| 3M | +7.6% | +28.5% | -20.8% | +9.6% |
| 6M | +8.3% | -6.2% | +14.4% | +8.8% |
| YTD | +1.7% | +8.7% | -7.0% | +4.1% |
| 1Y | -6.8% | +24.8% | -31.7% | -4.2% |
| All | -6.8% | +29.3% | -36.2% | -4.2% |
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