-16.4%
PINS vs GFI
+1,388.4%
-1,404.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.1% |
| 7D | -12.0% | +3.1% | -15.2% | -12.2% |
| 30D | -12.7% | +27.1% | -39.8% | -13.9% |
| 3M | -5.5% | +21.2% | -26.7% | -6.7% |
| 6M | +5.3% | -4.5% | +9.8% | +5.0% |
| YTD | -21.2% | +11.7% | -32.9% | -22.8% |
| 1Y | -45.0% | +46.0% | -91.1% | -47.6% |
| 3Y | -26.2% | +309.6% | -335.8% | -37.8% |
| 5Y | -64.0% | +506.0% | -570.0% | -72.2% |
| All | -16.4% | +1,388.4% | -1,404.8% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling