+165.2%
GD vs PBF
+260.7%
-95.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | +2.7% | +6.5% | -3.8% | +1.8% |
| 30D | +8.6% | -20.0% | +28.6% | +11.4% |
| 3M | -7.1% | -3.3% | -3.7% | -7.3% |
| 6M | +7.5% | +76.8% | -69.3% | -1.4% |
| YTD | +9.9% | +168.9% | -159.0% | -5.8% |
| 1Y | +7.6% | +96.4% | -88.8% | -4.1% |
| 3Y | +56.2% | +77.2% | -21.0% | +36.2% |
| 5Y | +100.6% | +417.7% | -317.1% | +43.0% |
| All | +165.2% | +260.7% | -95.5% | +74.4% |
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