-20.8%
GIS vs PBF
+367.4%
-388.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.1% |
| 7D | -8.4% | +2.3% | -10.7% | -8.4% |
| 30D | -5.2% | +11.6% | -16.8% | -5.4% |
| 3M | +8.2% | +81.7% | -73.6% | +7.1% |
| 6M | -12.0% | +96.4% | -108.5% | -13.0% |
| YTD | -18.9% | +189.5% | -208.3% | -20.4% |
| 1Y | -23.6% | +180.7% | -204.4% | -25.1% |
| 3Y | -37.6% | +56.6% | -94.2% | -38.5% |
| 5Y | -25.2% | +802.0% | -827.2% | -30.0% |
| All | -20.8% | +367.4% | -388.3% | -28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling