+2,558.8%
PPG vs GFI
+650.5%
+1,908.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | -6.2% | -4.9% | -1.4% | -6.0% |
| 30D | -7.9% | +10.7% | -18.7% | -8.5% |
| 3M | -10.2% | +25.6% | -35.8% | -11.4% |
| 6M | +2.7% | -8.3% | +10.9% | +2.8% |
| YTD | +4.9% | +6.3% | -1.4% | +4.1% |
| 1Y | -3.2% | +22.1% | -25.3% | -4.8% |
| 3Y | -17.0% | +289.2% | -306.2% | -23.5% |
| 5Y | -23.3% | +531.7% | -555.0% | -31.7% |
| 10Y | +26.4% | +1,043.8% | -1,017.4% | +6.4% |
| All | +2,558.8% | +650.5% | +1,908.3% | +2,094.7% |
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