-18.0%
GIS vs PBF
+176.4%
-194.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.5% |
| 7D | -7.8% | +4.3% | -12.1% | -7.8% |
| 30D | +6.6% | +22.0% | -15.4% | +7.0% |
| 3M | +21.0% | +74.5% | -53.5% | +22.1% |
| 6M | -9.1% | +67.7% | -76.7% | -8.2% |
| YTD | -13.6% | +179.2% | -192.8% | -11.7% |
| 1Y | -18.0% | +170.0% | -188.0% | -16.4% |
| All | -18.0% | +176.4% | -194.4% | -16.4% |
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 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