+613.9%
GD vs PBF
+271.4%
+342.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.5% | -1.6% |
| 7D | -3.9% | -9.5% | +5.6% | -2.8% |
| 30D | +8.1% | -17.5% | +25.6% | +10.4% |
| 3M | -6.8% | +12.2% | -19.0% | -8.7% |
| 6M | +3.0% | +49.6% | -46.6% | -3.4% |
| YTD | +7.8% | +156.8% | -149.0% | -6.8% |
| 1Y | +5.8% | +98.6% | -92.8% | -5.7% |
| 3Y | +55.3% | +63.4% | -8.1% | +37.2% |
| 5Y | +96.7% | +420.9% | -324.2% | +41.3% |
| 10Y | +195.4% | +288.7% | -93.4% | +86.0% |
| All | +613.9% | +271.4% | +342.5% | +326.5% |
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