+134.5%
PH vs GFS
-19.0%
+153.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.6% |
| 7D | +4.3% | +7.4% | -3.0% | +2.6% |
| 30D | +0.1% | -15.3% | +15.4% | +3.8% |
| 3M | -9.4% | -21.1% | +11.7% | -4.9% |
| 6M | +8.8% | -44.5% | +53.2% | +21.5% |
| YTD | +9.6% | +19.2% | -9.6% | -3.2% |
| 1Y | +14.4% | +27.2% | -12.8% | -1.1% |
| 3Y | +134.5% | -20.1% | +154.7% | +119.2% |
| All | +134.5% | -19.0% | +153.6% | +119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling