+579.9%
PLTR vs GFS
-3.7%
+583.6%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -5.1% |
| 7D | -6.4% | +1.0% | -7.4% | -6.8% |
| 30D | +10.0% | -8.6% | +18.6% | +13.5% |
| 3M | +23.0% | -46.5% | +69.6% | +54.3% |
| 6M | +13.8% | -4.8% | +18.6% | +4.5% |
| YTD | -1.9% | +29.7% | -31.6% | -25.3% |
| 1Y | +11.6% | +35.8% | -24.2% | -17.8% |
| 3Y | +1,048.4% | -18.3% | +1,066.8% | +944.3% |
| All | +579.9% | -3.7% | +583.6% | +456.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling