+552.2%
PLTR vs GFS
0.0%
+552.2%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | -0.1% |
| 7D | -4.1% | +3.8% | -7.9% | -5.6% |
| 30D | -2.2% | -11.7% | +9.5% | +2.6% |
| 3M | +27.6% | -41.8% | +69.3% | +54.8% |
| 6M | +10.3% | +6.6% | +3.7% | -3.7% |
| YTD | -5.9% | +34.6% | -40.6% | -29.5% |
| 1Y | +1.7% | +46.2% | -44.4% | -27.6% |
| 3Y | +959.1% | -20.3% | +979.4% | +880.6% |
| All | +552.2% | 0.0% | +552.2% | +425.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling