-35.5%
PINS vs GFS
+15.5%
-51.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.9% | +10.2% | +3.8% |
| 7D | +1.4% | -12.5% | +13.9% | +0.5% |
| 30D | +5.8% | -16.9% | +22.7% | +4.5% |
| 3M | -17.0% | -22.3% | +5.2% | -18.3% |
| 6M | +1.8% | -40.2% | +42.0% | -2.7% |
| YTD | -18.0% | +16.0% | -34.0% | -17.6% |
| 1Y | -35.5% | +17.7% | -53.2% | -32.2% |
| All | -35.5% | +15.5% | -51.0% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling