-21.5%
PINS vs GFI
+1,048.4%
-1,069.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +1.0% | -8.7% | +9.7% | +1.5% |
| 30D | -12.0% | +0.6% | -12.6% | -12.1% |
| 3M | -17.9% | -7.5% | -10.4% | -17.7% |
| 6M | -1.0% | -18.3% | +17.3% | -0.4% |
| YTD | -26.0% | -13.8% | -12.2% | -26.6% |
| 1Y | -28.5% | -8.8% | -19.6% | -29.4% |
| 3Y | -39.2% | +215.8% | -255.0% | -47.9% |
| 5Y | -58.3% | +301.2% | -359.5% | -66.7% |
| All | -21.5% | +1,048.4% | -1,069.9% | -25.1% |
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