-2.4%
GFS vs PBF
+451.3%
-453.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | +1.0% | +4.3% | -3.3% | +0.5% |
| 30D | -8.6% | +22.0% | -30.6% | -10.9% |
| 3M | -46.5% | +74.5% | -121.0% | -50.2% |
| 6M | -4.8% | +67.7% | -72.5% | -12.0% |
| YTD | +29.7% | +179.2% | -149.5% | +10.4% |
| 1Y | +35.8% | +170.0% | -134.2% | +15.2% |
| 3Y | -18.3% | +66.4% | -84.7% | -30.8% |
| All | -2.4% | +451.3% | -453.8% | -20.8% |
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 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