+57.9%
PPL vs GFI
+214.8%
-156.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -0.4% | -8.7% | +8.3% | 0.0% |
| 30D | +2.6% | +0.6% | +2.1% | +2.5% |
| 3M | +0.8% | -7.5% | +8.3% | +1.0% |
| 6M | +1.4% | -18.3% | +19.7% | +2.0% |
| YTD | +4.3% | -13.8% | +18.1% | +4.1% |
| 1Y | +0.8% | -8.8% | +9.6% | +0.2% |
| 3Y | +57.9% | +215.8% | -157.9% | +40.6% |
| All | +57.9% | +214.8% | -156.9% | +40.6% |
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