-23.6%
GIS vs PBF
+167.4%
-191.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.0% |
| 7D | -8.4% | +2.3% | -10.7% | -8.4% |
| 30D | -5.2% | +11.6% | -16.8% | -5.0% |
| 3M | +8.2% | +81.7% | -73.6% | +9.4% |
| 6M | -12.0% | +96.4% | -108.5% | -10.8% |
| YTD | -18.9% | +189.5% | -208.3% | -16.6% |
| 1Y | -23.6% | +180.7% | -204.4% | -21.2% |
| All | -23.6% | +167.4% | -191.0% | -21.2% |
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