+188.7%
GD vs PBF
+355.1%
-166.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | -5.3% | +4.3% | -9.5% | -5.8% |
| 30D | -6.4% | +22.0% | -28.4% | -8.9% |
| 3M | +5.7% | +74.5% | -68.8% | -2.3% |
| 6M | -0.9% | +67.7% | -68.6% | -8.7% |
| YTD | +8.2% | +179.2% | -171.0% | -7.3% |
| 1Y | +13.4% | +170.0% | -156.6% | -3.1% |
| 3Y | +68.5% | +66.4% | +2.1% | +48.7% |
| 5Y | +97.2% | +764.5% | -667.3% | +29.5% |
| All | +188.7% | +355.1% | -166.4% | +78.2% |
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