-22.9%
GIS vs PBF
+817.4%
-840.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -8.6% | +1.4% | -10.0% | -8.6% |
| 30D | -0.5% | +15.8% | -16.3% | -0.3% |
| 3M | +11.9% | +90.3% | -78.4% | +12.5% |
| 6M | -11.6% | +102.8% | -114.4% | -11.1% |
| YTD | -16.3% | +187.3% | -203.7% | -15.6% |
| 1Y | -21.8% | +161.8% | -183.6% | -21.1% |
| 3Y | -35.7% | +55.5% | -91.1% | -35.8% |
| 5Y | -22.9% | +801.9% | -824.8% | -21.8% |
| All | -22.9% | +817.4% | -840.2% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling