+307.4%
PSX vs GFS
-2.1%
+309.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.4% |
| 7D | +1.8% | +4.5% | -2.7% | +1.3% |
| 30D | +21.6% | -8.2% | +29.8% | +22.8% |
| 3M | +46.5% | -38.9% | +85.3% | +54.5% |
| 6M | +62.0% | -2.9% | +64.9% | +57.2% |
| YTD | +106.3% | +31.8% | +74.5% | +88.6% |
| 1Y | +103.0% | +43.1% | +59.8% | +82.1% |
| 3Y | +135.5% | -20.6% | +156.2% | +124.5% |
| All | +307.4% | -2.1% | +309.5% | +251.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 5y: compounded portfolio wealth divided by compounded GFS 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…
5y analysis · Full analysis span regression · 6 months rolling