-17.0%
PPG vs GFI
+296.4%
-313.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.3% |
| 7D | -6.2% | -2.7% | -3.6% | -6.0% |
| 30D | -7.9% | +13.2% | -21.2% | -9.2% |
| 3M | -10.2% | +28.5% | -38.7% | -12.7% |
| 6M | +2.7% | -6.2% | +8.8% | +1.9% |
| YTD | +4.9% | +8.7% | -3.8% | +3.3% |
| 1Y | -3.2% | +24.8% | -28.0% | -5.6% |
| 3Y | -17.0% | +298.0% | -315.0% | -26.9% |
| All | -17.0% | +296.4% | -313.4% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling