-17.5%
GFS vs PBF
+75.3%
-92.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.8% | -0.3% | +4.6% |
| 7D | +6.2% | -4.0% | +10.2% | +6.9% |
| 30D | -11.4% | -18.0% | +6.6% | -9.1% |
| 3M | -15.5% | +0.9% | -16.4% | -16.0% |
| 6M | -42.6% | +65.7% | -108.3% | -47.4% |
| YTD | +23.2% | +161.9% | -138.7% | -0.5% |
| 1Y | +23.6% | +77.8% | -54.2% | +9.1% |
| All | -17.5% | +75.3% | -92.8% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling