+21.0%
PL vs GFI
-13.2%
+34.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | +10.0% | -8.7% | +18.7% | +14.1% |
| 30D | -2.3% | +0.6% | -2.9% | -2.7% |
| 3M | -44.2% | -7.5% | -36.7% | -43.4% |
| 6M | -66.1% | -18.3% | -47.8% | -64.1% |
| YTD | -30.0% | -13.8% | -16.2% | -32.3% |
| 1Y | +21.0% | -8.8% | +29.9% | +9.1% |
| All | +21.0% | -13.2% | +34.3% | +9.1% |
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 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