+84.5%
PR vs GFI
+1,288.5%
-1,204.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +6.0% | -8.7% | +14.7% | +6.0% |
| 30D | -4.2% | +0.6% | -4.8% | -4.2% |
| 3M | +10.0% | -7.5% | +17.4% | +10.0% |
| 6M | +15.6% | -18.3% | +33.9% | +15.9% |
| YTD | +68.2% | -13.8% | +82.0% | +68.1% |
| 1Y | +79.2% | -8.8% | +88.0% | +78.8% |
| 3Y | +94.9% | +215.8% | -120.9% | +88.5% |
| 5Y | +272.8% | +301.2% | -28.4% | +261.2% |
| All | +84.5% | +1,288.5% | -1,204.1% | +107.1% |
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