+298.5%
PSX vs GFS
-3.7%
+302.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | 0.0% |
| 7D | +4.5% | +1.0% | +3.5% | +4.4% |
| 30D | +26.6% | -8.6% | +35.2% | +27.6% |
| 3M | +39.3% | -46.5% | +85.8% | +49.6% |
| 6M | +56.8% | -4.8% | +61.6% | +52.5% |
| YTD | +101.8% | +29.7% | +72.2% | +84.9% |
| 1Y | +99.6% | +35.8% | +63.8% | +80.6% |
| 3Y | +140.3% | -18.3% | +158.7% | +128.3% |
| All | +298.5% | -3.7% | +302.2% | +244.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling