-10.3%
GFS vs PBF
+431.1%
-441.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -2.8% |
| 7D | +7.4% | +6.5% | +0.9% | +6.6% |
| 30D | -15.3% | -20.0% | +4.7% | -13.1% |
| 3M | -21.1% | -3.3% | -17.8% | -21.1% |
| 6M | -44.5% | +76.8% | -121.3% | -48.7% |
| YTD | +19.2% | +168.9% | -149.7% | +1.7% |
| 1Y | +27.2% | +96.4% | -69.1% | +13.6% |
| 3Y | -20.1% | +77.2% | -97.3% | -32.8% |
| 5Y | -25.6% | +417.7% | -443.3% | -39.3% |
| All | -10.3% | +431.1% | -441.4% | -27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling