+71.8%
GH vs PBF
+120.1%
-48.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.7% | +3.0% | -3.9% |
| 7D | -7.7% | -0.9% | -6.8% | -7.6% |
| 30D | -10.0% | -13.7% | +3.8% | -10.4% |
| 3M | +5.5% | +10.6% | -5.1% | +6.4% |
| 6M | +84.9% | +61.2% | +23.7% | +92.7% |
| YTD | +65.0% | +172.7% | -107.7% | +77.9% |
| 1Y | +71.8% | +111.0% | -39.2% | +84.1% |
| All | +71.8% | +120.1% | -48.3% | +84.1% |
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