+401.3%
GH vs PBF
+66.1%
+335.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | -0.1% | +4.3% | -4.3% | -0.5% |
| 30D | -1.1% | +22.0% | -23.1% | -3.2% |
| 3M | +21.3% | +74.5% | -53.2% | +14.2% |
| 6M | +73.5% | +67.7% | +5.8% | +62.6% |
| YTD | +58.0% | +179.2% | -121.2% | +39.4% |
| 1Y | +163.1% | +170.0% | -6.9% | +131.8% |
| 3Y | +361.0% | +66.4% | +294.7% | +316.8% |
| 5Y | +22.5% | +764.5% | -742.0% | -9.3% |
| All | +401.3% | +66.1% | +335.1% | +483.4% |
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