+137.1%
PH vs GFI
+292.6%
-155.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.4% |
| 7D | -3.1% | -5.1% | +2.0% | -2.8% |
| 30D | -11.8% | +13.4% | -25.2% | -12.5% |
| 3M | +6.9% | +36.2% | -29.3% | +4.7% |
| 6M | -1.3% | -9.8% | +8.6% | -1.5% |
| YTD | +7.0% | +7.7% | -0.7% | +6.1% |
| 1Y | +23.1% | +27.2% | -4.1% | +21.3% |
| All | +137.1% | +292.6% | -155.5% | +121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling