+213.6%
PH vs GFS
-30.9%
+244.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +2.1% | -5.3% | +7.4% | +3.4% |
| 30D | +0.3% | -15.8% | +16.1% | +4.2% |
| 3M | -8.8% | -18.6% | +9.8% | -4.8% |
| 6M | +10.0% | -45.0% | +55.0% | +23.8% |
| YTD | +10.5% | +16.8% | -6.3% | -0.1% |
| 1Y | +15.5% | +17.8% | -2.3% | +4.0% |
| 3Y | +136.4% | -21.5% | +157.9% | +126.9% |
| 5Y | +213.6% | -29.3% | +242.9% | +201.4% |
| All | +213.6% | -30.9% | +244.5% | +201.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling