+152.6%
PR vs GFI
+1,203.4%
-1,050.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.9% |
| 7D | -16.4% | +19.0% | -35.4% | -16.5% |
| 30D | -1.9% | +11.8% | -13.6% | -2.0% |
| 3M | +8.0% | +7.3% | +0.7% | +7.9% |
| 6M | +4.1% | -13.3% | +17.4% | +4.3% |
| YTD | +58.7% | -5.6% | +64.3% | +58.5% |
| 1Y | +75.8% | +9.2% | +66.6% | +75.1% |
| 3Y | +73.2% | +213.7% | -140.6% | +68.1% |
| 5Y | +230.1% | +395.5% | -165.4% | +221.8% |
| 10Y | +67.4% | +1,132.8% | -1,065.4% | +74.8% |
| All | +152.6% | +1,203.4% | -1,050.9% | +163.8% |
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