+54.1%
PPL vs GFI
+1,066.8%
-1,012.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -2.1% | -4.9% | +2.7% | -1.9% |
| 30D | -3.1% | +10.7% | -13.8% | -3.7% |
| 3M | -3.1% | +25.6% | -28.7% | -4.4% |
| 6M | -8.0% | -8.3% | +0.3% | -8.0% |
| YTD | -0.3% | +6.3% | -6.7% | -1.4% |
| 1Y | -2.2% | +22.1% | -24.3% | -4.3% |
| 3Y | +50.4% | +289.2% | -238.8% | +36.6% |
| 5Y | +36.9% | +531.7% | -494.8% | +20.0% |
| All | +54.1% | +1,066.8% | -1,012.8% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling