+3.7%
PM vs GFS
-5.3%
+9.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -1.8% |
| 7D | -4.9% | +1.0% | -5.9% | -4.8% |
| 30D | -3.4% | -8.6% | +5.2% | -3.9% |
| 3M | +5.2% | -46.5% | +51.7% | +1.8% |
| 6M | +3.7% | -4.8% | +8.5% | -5.3% |
| All | +3.7% | -5.3% | +9.0% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling