+631.0%
GD vs PBF
+294.5%
+336.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.7% | +4.1% | -1.8% |
| 7D | +3.0% | -0.9% | +3.9% | +3.1% |
| 30D | +10.5% | -13.7% | +24.2% | +12.3% |
| 3M | -5.0% | +10.6% | -15.6% | -6.7% |
| 6M | +5.5% | +61.2% | -55.7% | -2.0% |
| YTD | +10.3% | +172.7% | -162.4% | -5.3% |
| 1Y | +8.2% | +111.0% | -102.9% | -4.3% |
| 3Y | +59.0% | +73.6% | -14.5% | +39.5% |
| 5Y | +104.3% | +479.7% | -375.4% | +44.8% |
| 10Y | +202.4% | +312.9% | -110.5% | +89.1% |
| All | +631.0% | +294.5% | +336.5% | +333.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling