+12.6%
GFS vs PBF
+94.2%
-81.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.2% |
| 7D | -7.8% | -13.8% | +5.9% | -7.7% |
| 30D | -19.7% | -19.6% | 0.0% | -19.6% |
| 3M | -23.1% | +10.3% | -33.4% | -22.3% |
| 6M | -46.4% | +63.4% | -109.8% | -44.0% |
| YTD | +11.0% | +152.6% | -141.6% | +10.3% |
| 1Y | +12.6% | +87.4% | -74.7% | +18.9% |
| All | +12.6% | +94.2% | -81.5% | +18.9% |
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