+1,025.6%
PLTR vs GFS
-20.2%
+1,045.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -5.3% | +2.6% | -8.0% | -6.1% |
| 30D | -1.0% | -16.4% | +15.4% | +4.3% |
| 3M | +24.8% | -41.6% | +66.4% | +44.1% |
| 6M | +8.4% | -3.7% | +12.0% | -1.6% |
| YTD | -4.2% | +29.3% | -33.5% | -26.9% |
| 1Y | +9.1% | +37.1% | -28.0% | -20.0% |
| 3Y | +1,025.6% | -22.1% | +1,047.7% | +968.2% |
| All | +1,025.6% | -20.2% | +1,045.8% | +968.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling