+3.0%
GD vs PBF
+54.0%
-51.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.5% | -2.3% |
| 7D | -3.9% | -9.5% | +5.6% | -3.8% |
| 30D | +8.1% | -17.5% | +25.6% | +8.0% |
| 3M | -6.8% | +12.2% | -19.0% | -6.0% |
| 6M | +3.0% | +49.6% | -46.6% | +5.4% |
| All | +3.0% | +54.0% | -51.0% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling