-55.3%
PINS vs GFS
-3.7%
-51.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.6% |
| 7D | -12.0% | +1.0% | -13.0% | -12.3% |
| 30D | -12.7% | -8.6% | -4.1% | -10.9% |
| 3M | -5.5% | -46.5% | +41.0% | +10.9% |
| 6M | +5.3% | -4.8% | +10.1% | -0.7% |
| YTD | -21.2% | +29.7% | -50.9% | -35.6% |
| 1Y | -45.0% | +35.8% | -80.9% | -56.4% |
| 3Y | -26.2% | -18.3% | -7.9% | -32.4% |
| All | -55.3% | -3.7% | -51.6% | -63.7% |
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