+238.1%
PH vs GFS
-11.4%
+249.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.6% |
| 7D | +4.3% | +7.4% | -3.0% | +2.5% |
| 30D | +0.1% | -15.3% | +15.4% | +3.9% |
| 3M | -9.4% | -21.1% | +11.7% | -4.7% |
| 6M | +8.8% | -44.5% | +53.2% | +22.0% |
| YTD | +9.6% | +19.2% | -9.6% | -1.3% |
| 1Y | +14.4% | +27.2% | -12.8% | +1.1% |
| 3Y | +134.5% | -20.1% | +154.7% | +124.3% |
| 5Y | +204.4% | -25.6% | +230.0% | +188.3% |
| All | +238.1% | -11.4% | +249.5% | +213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling