+5.9%
GD vs PBF
+94.2%
-88.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.4% | +4.4% | -2.8% |
| 7D | -5.0% | -13.8% | +8.8% | -4.6% |
| 30D | +8.9% | -19.6% | +28.5% | +9.4% |
| 3M | -8.0% | +10.3% | -18.3% | -8.2% |
| 6M | +2.9% | +63.4% | -60.5% | +1.6% |
| YTD | +7.1% | +152.6% | -145.6% | +1.4% |
| 1Y | +5.9% | +87.4% | -81.4% | +3.0% |
| All | +5.9% | +94.2% | -88.2% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling