-16.4%
GFS vs PBF
+398.9%
-415.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.4% |
| 7D | -7.8% | -13.8% | +5.9% | -6.2% |
| 30D | -19.7% | -19.6% | 0.0% | -17.7% |
| 3M | -23.1% | +10.3% | -33.4% | -24.4% |
| 6M | -46.4% | +63.4% | -109.8% | -50.0% |
| YTD | +11.0% | +152.6% | -141.6% | -4.6% |
| 1Y | +12.6% | +87.4% | -74.7% | +1.1% |
| 3Y | -24.9% | +63.3% | -88.2% | -36.3% |
| 5Y | -39.1% | +412.5% | -451.5% | -50.3% |
| All | -16.4% | +398.9% | -415.3% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling