+773.5%
PM vs GFI
+403.9%
+369.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | -1.3% | +5.7% | -7.0% | -1.6% |
| 30D | -2.6% | +15.6% | -18.2% | -3.4% |
| 3M | +5.8% | +31.5% | -25.7% | +3.9% |
| 6M | +10.6% | -3.7% | +14.3% | +10.2% |
| YTD | +17.2% | +11.2% | +5.9% | +15.5% |
| 1Y | +17.6% | +36.4% | -18.7% | +14.2% |
| 3Y | +124.3% | +313.5% | -189.3% | +101.8% |
| 5Y | +125.1% | +528.0% | -402.9% | +94.4% |
| 10Y | +198.6% | +1,021.4% | -822.8% | +138.8% |
| All | +773.5% | +403.9% | +369.7% | +491.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling