+140.2%
PM vs GFS
-3.9%
+144.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -1.3% | +2.6% | -3.9% | -1.3% |
| 30D | -2.6% | -16.4% | +13.8% | -2.7% |
| 3M | +5.8% | -41.6% | +47.4% | +5.5% |
| 6M | +10.6% | -3.7% | +14.2% | +9.7% |
| YTD | +17.2% | +29.3% | -12.2% | +16.2% |
| 1Y | +17.6% | +37.1% | -19.5% | +16.5% |
| 3Y | +124.3% | -22.1% | +146.4% | +124.2% |
| All | +140.2% | -3.9% | +144.1% | +141.8% |
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