-17.4%
GIS vs PBF
+120.1%
-137.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.7% | +11.9% | +5.0% |
| 7D | +8.5% | -0.9% | +9.4% | +8.4% |
| 30D | +15.3% | -13.7% | +29.0% | +15.0% |
| 3M | +0.9% | +10.6% | -9.7% | +1.0% |
| 6M | +7.9% | +61.2% | -53.2% | +8.0% |
| YTD | -17.6% | +172.7% | -190.3% | -17.5% |
| 1Y | -17.4% | +111.0% | -128.4% | -18.0% |
| All | -17.4% | +120.1% | -137.4% | -18.0% |
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