+11.6%
PLTR vs GFS
+37.2%
-25.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.6% |
| 7D | -6.4% | +1.0% | -7.4% | -6.5% |
| 30D | +10.0% | -8.6% | +18.6% | +10.5% |
| 3M | +23.0% | -46.5% | +69.6% | +24.2% |
| 6M | +13.8% | -4.8% | +18.6% | +7.3% |
| YTD | -1.9% | +29.7% | -31.6% | -15.1% |
| 1Y | +11.6% | +35.8% | -24.2% | -1.4% |
| All | +11.6% | +37.2% | -25.5% | -1.4% |
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