+210.9%
PM vs GFI
+1,066.8%
-855.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | +0.7% |
| 7D | +4.7% | -4.9% | +9.5% | +4.9% |
| 30D | +2.6% | +10.7% | -8.1% | +2.1% |
| 3M | +6.6% | +25.6% | -19.1% | +5.3% |
| 6M | +16.5% | -8.3% | +24.8% | +16.5% |
| YTD | +21.2% | +6.3% | +14.9% | +20.1% |
| 1Y | +17.9% | +22.1% | -4.2% | +15.8% |
| 3Y | +129.8% | +289.2% | -159.4% | +112.7% |
| 5Y | +133.0% | +531.7% | -398.6% | +109.0% |
| All | +210.9% | +1,066.8% | -855.9% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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