+137.3%
PM vs GFS
-3.7%
+141.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -1.9% |
| 7D | -4.9% | +1.0% | -5.9% | -4.9% |
| 30D | -3.4% | -8.6% | +5.2% | -3.5% |
| 3M | +5.2% | -46.5% | +51.7% | +4.9% |
| 6M | +3.7% | -4.8% | +8.5% | +2.9% |
| YTD | +15.8% | +29.7% | -13.9% | +14.8% |
| 1Y | +17.4% | +35.8% | -18.5% | +16.3% |
| 3Y | +116.9% | -18.3% | +135.3% | +116.5% |
| All | +137.3% | -3.7% | +141.0% | +138.9% |
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