+23,454.6%
PH vs GFI
+650.5%
+22,804.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.8% |
| 7D | -1.3% | -4.9% | +3.6% | -1.0% |
| 30D | -11.0% | +10.7% | -21.7% | -11.5% |
| 3M | +5.5% | +25.6% | -20.1% | +4.1% |
| 6M | +1.5% | -8.3% | +9.7% | +1.5% |
| YTD | +8.8% | +6.3% | +2.5% | +7.9% |
| 1Y | +24.5% | +22.1% | +2.4% | +22.3% |
| 3Y | +141.2% | +289.2% | -148.0% | +121.4% |
| 5Y | +256.3% | +531.7% | -275.4% | +214.7% |
| 10Y | +813.3% | +1,043.8% | -230.5% | +657.5% |
| All | +23,454.6% | +650.5% | +22,804.1% | +19,053.2% |
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 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