+380.7%
GH vs PBF
+55.8%
+324.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -0.9% |
| 7D | -8.2% | -4.0% | -4.2% | -7.8% |
| 30D | -4.9% | -18.0% | +13.1% | -3.2% |
| 3M | -6.2% | +0.9% | -7.2% | -6.8% |
| 6M | +60.0% | +65.7% | -5.7% | +50.8% |
| YTD | +51.5% | +161.9% | -110.3% | +34.0% |
| 1Y | +58.4% | +77.8% | -19.4% | +46.0% |
| 3Y | +617.2% | +74.9% | +542.4% | +542.9% |
| 5Y | +47.0% | +423.4% | -376.4% | +14.6% |
| All | +380.7% | +55.8% | +324.8% | +461.1% |
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 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