-23.0%
PINS vs GFI
+1,334.4%
-1,357.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +2.9% |
| 7D | -9.9% | -5.1% | -4.8% | -9.7% |
| 30D | -20.9% | +13.4% | -34.4% | -21.5% |
| 3M | -13.7% | +36.2% | -50.0% | -15.3% |
| 6M | -3.0% | -9.8% | +6.8% | -3.0% |
| YTD | -27.5% | +7.7% | -35.1% | -28.7% |
| 1Y | -46.8% | +27.2% | -74.0% | -48.7% |
| 3Y | -31.8% | +300.3% | -332.1% | -42.5% |
| 5Y | -65.4% | +539.8% | -605.2% | -73.5% |
| All | -23.0% | +1,334.4% | -1,357.4% | -27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling