-76.6%
PLTD vs GFI
+220.9%
-297.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -1.0% |
| 7D | +4.2% | -4.9% | +9.1% | +3.3% |
| 30D | +0.7% | +10.7% | -10.0% | +3.0% |
| 3M | -32.4% | +25.6% | -58.0% | -28.8% |
| 6M | -26.2% | -8.3% | -17.9% | -25.6% |
| YTD | -17.0% | +6.3% | -23.3% | -13.0% |
| 1Y | -26.7% | +22.1% | -48.8% | -20.3% |
| All | -76.6% | +220.9% | -297.5% | -66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling