+37.7%
PPL vs GFI
+521.0%
-483.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | -0.1% |
| 7D | +1.8% | +5.7% | -3.9% | +1.4% |
| 30D | -1.1% | +15.6% | -16.7% | -2.0% |
| 3M | 0.0% | +31.5% | -31.5% | -1.8% |
| 6M | -7.6% | -3.7% | -3.9% | -7.8% |
| YTD | +1.7% | +11.2% | -9.5% | +0.2% |
| 1Y | +1.5% | +36.4% | -34.9% | -1.8% |
| 3Y | +55.3% | +313.5% | -258.3% | +36.6% |
| 5Y | +37.7% | +528.0% | -490.3% | +16.6% |
| All | +37.7% | +521.0% | -483.3% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling