+100.4%
GD vs PBF
+441.3%
-340.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.4% | -1.3% |
| 7D | +1.9% | +4.3% | -2.4% | +1.5% |
| 30D | +9.2% | -21.8% | +31.0% | +11.1% |
| 3M | -7.5% | +1.7% | -9.2% | -8.0% |
| 6M | +5.8% | +69.8% | -64.0% | +0.4% |
| YTD | +9.8% | +167.7% | -157.9% | -1.0% |
| 1Y | +5.8% | +89.0% | -83.2% | -1.6% |
| 3Y | +58.0% | +78.8% | -20.8% | +43.3% |
| 5Y | +100.4% | +415.4% | -315.0% | +66.3% |
| All | +100.4% | +441.3% | -340.9% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling