+169.5%
PR vs GFI
+1,442.3%
-1,272.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | +2.9% | +3.1% | -0.2% | +2.9% |
| 30D | +18.0% | +27.1% | -9.1% | +17.8% |
| 3M | +16.9% | +21.2% | -4.3% | +16.7% |
| 6M | +28.2% | -4.5% | +32.7% | +28.3% |
| YTD | +69.3% | +11.7% | +57.6% | +68.9% |
| 1Y | +69.5% | +46.0% | +23.5% | +68.0% |
| 3Y | +81.7% | +309.6% | -227.9% | +75.9% |
| 5Y | +422.2% | +506.0% | -83.8% | +408.8% |
| 10Y | +110.4% | +1,009.2% | -898.8% | +118.3% |
| All | +169.5% | +1,442.3% | -1,272.8% | +181.0% |
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