+86.2%
PR vs GFI
+1,023.9%
-937.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.8% | +4.7% | -5.5% | -0.9% |
| 30D | +11.3% | +14.4% | -3.2% | +11.1% |
| 3M | +24.1% | +32.5% | -8.4% | +23.7% |
| 6M | +25.4% | -7.2% | +32.5% | +25.6% |
| YTD | +71.2% | +10.9% | +60.4% | +70.7% |
| 1Y | +78.6% | +35.5% | +43.2% | +77.1% |
| 3Y | +85.2% | +312.1% | -226.9% | +78.7% |
| 5Y | +419.0% | +524.6% | -105.6% | +404.4% |
| 10Y | +86.2% | +1,092.7% | -1,006.5% | +94.6% |
| All | +86.2% | +1,023.9% | -937.6% | +94.6% |
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 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