+159.2%
PR vs GFI
+1,149.8%
-990.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +2.8% |
| 7D | -0.5% | +2.2% | -2.7% | -0.5% |
| 30D | -4.6% | +2.2% | -6.8% | -4.6% |
| 3M | +4.7% | -4.6% | +9.3% | +4.7% |
| 6M | +12.4% | -16.7% | +29.2% | +12.7% |
| YTD | +62.9% | -9.5% | +72.3% | +62.7% |
| 1Y | +70.6% | -6.8% | +77.4% | +70.3% |
| 3Y | +90.0% | +223.7% | -133.7% | +84.4% |
| 5Y | +255.5% | +321.8% | -66.3% | +245.4% |
| 10Y | +78.7% | +1,354.1% | -1,275.4% | +86.9% |
| All | +159.2% | +1,149.8% | -990.7% | +170.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling