+42,231.2%
PGR vs GFI
+650.5%
+41,580.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | +0.7% |
| 7D | -0.6% | -4.9% | +4.2% | -0.5% |
| 30D | +4.9% | +10.7% | -5.8% | +4.6% |
| 3M | +7.6% | +25.6% | -18.0% | +6.8% |
| 6M | +8.3% | -8.3% | +16.5% | +8.2% |
| YTD | +1.7% | +6.3% | -4.6% | +1.1% |
| 1Y | -6.8% | +22.1% | -28.9% | -8.0% |
| 3Y | +73.4% | +289.2% | -215.7% | +63.7% |
| 5Y | +161.2% | +531.7% | -370.4% | +140.1% |
| 10Y | +819.5% | +1,043.8% | -224.3% | +712.1% |
| All | +42,231.2% | +650.5% | +41,580.7% | +39,232.5% |
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