+239.8%
PH vs GFS
-3.7%
+243.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | -3.1% | +1.0% | -4.1% | -3.3% |
| 30D | -3.2% | -8.6% | +5.3% | -1.4% |
| 3M | +10.6% | -46.5% | +57.1% | +26.8% |
| 6M | -2.1% | -4.8% | +2.7% | -4.7% |
| YTD | +10.2% | +29.7% | -19.5% | -2.2% |
| 1Y | +28.2% | +35.8% | -7.6% | +11.6% |
| 3Y | +134.9% | -18.3% | +153.2% | +124.2% |
| All | +239.8% | -3.7% | +243.5% | +210.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling