-23.5%
GFS vs PBF
+438.8%
-462.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.8% |
| 7D | +17.2% | +3.8% | +13.4% | +16.7% |
| 30D | -8.7% | -22.2% | +13.4% | -6.1% |
| 3M | -19.7% | +1.3% | -20.9% | -20.1% |
| 6M | -40.7% | +69.0% | -109.7% | -45.0% |
| YTD | +22.5% | +166.5% | -144.0% | +4.3% |
| 1Y | +25.2% | +88.1% | -62.9% | +12.3% |
| 3Y | -17.7% | +77.9% | -95.6% | -30.9% |
| 5Y | -23.5% | +413.0% | -436.6% | -39.8% |
| All | -23.5% | +438.8% | -462.3% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling