+17.7%
GFS vs PBF
+120.1%
-102.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.7% | +0.7% | -6.0% |
| 7D | -12.5% | -0.9% | -11.6% | -12.5% |
| 30D | -16.9% | -13.7% | -3.2% | -17.0% |
| 3M | -22.3% | +10.6% | -32.9% | -21.5% |
| 6M | -40.2% | +61.2% | -101.4% | -37.4% |
| YTD | +16.0% | +172.7% | -156.7% | +16.8% |
| 1Y | +17.7% | +111.0% | -93.4% | +22.3% |
| All | +17.7% | +120.1% | -102.4% | +22.3% |
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 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