+1,139.1%
PSX vs GFI
+476.5%
+662.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.6% |
| 7D | +1.8% | +4.7% | -2.9% | +1.7% |
| 30D | +21.6% | +14.4% | +7.2% | +21.3% |
| 3M | +46.5% | +32.5% | +13.9% | +45.5% |
| 6M | +62.0% | -7.2% | +69.2% | +62.0% |
| YTD | +106.3% | +10.9% | +95.5% | +105.1% |
| 1Y | +103.0% | +35.5% | +67.5% | +100.4% |
| 3Y | +135.5% | +312.1% | -176.6% | +123.8% |
| 5Y | +368.5% | +524.6% | -156.1% | +337.8% |
| 10Y | +386.6% | +1,092.7% | -706.2% | +345.8% |
| All | +1,139.1% | +476.5% | +662.6% | +1,185.0% |
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