+651.6%
PLTR vs GFS
-23.1%
+674.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | +10.7% | +17.2% | -6.5% | +3.7% |
| 30D | -17.8% | -8.7% | -9.0% | -14.9% |
| 3M | +0.3% | -19.7% | +20.0% | +8.4% |
| 6M | +26.2% | -40.7% | +66.9% | +46.9% |
| YTD | -3.5% | +22.5% | -26.0% | -26.1% |
| 1Y | -6.8% | +25.2% | -32.1% | -29.6% |
| 3Y | +772.3% | -17.7% | +790.0% | +668.1% |
| 5Y | +651.6% | -23.5% | +675.1% | +536.1% |
| All | +651.6% | -23.1% | +674.6% | +536.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling