+188.5%
GD vs PBF
+276.6%
-88.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.4% | +4.4% | -2.1% |
| 7D | -5.0% | -13.8% | +8.8% | -3.3% |
| 30D | +8.9% | -19.6% | +28.5% | +11.6% |
| 3M | -8.0% | +10.3% | -18.3% | -9.8% |
| 6M | +2.9% | +63.4% | -60.5% | -4.7% |
| YTD | +7.1% | +152.6% | -145.6% | -7.6% |
| 1Y | +5.9% | +87.4% | -81.4% | -5.1% |
| 3Y | +53.9% | +63.3% | -9.4% | +35.5% |
| 5Y | +95.4% | +412.5% | -317.1% | +38.8% |
| All | +188.5% | +276.6% | -88.1% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling