-0.4%
PL vs GFI
+6.9%
-7.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.3% | -12.7% | -8.9% |
| 7D | -11.7% | +1.4% | -13.2% | -12.5% |
| 30D | -27.1% | +3.0% | -30.1% | -28.2% |
| 3M | -44.6% | +10.2% | -54.8% | -48.4% |
| 6M | -67.2% | -10.1% | -57.1% | -66.4% |
| YTD | -35.9% | -11.4% | -24.4% | -39.2% |
| 1Y | -0.4% | +8.4% | -8.8% | -17.9% |
| All | -0.4% | +6.9% | -7.3% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling