-33.8%
GIS vs PBF
+419.4%
-453.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.4% |
| 7D | -3.4% | +6.5% | -9.8% | -3.2% |
| 30D | +6.9% | -20.0% | +26.9% | +6.6% |
| 3M | -10.1% | -3.3% | -6.8% | -10.1% |
| 6M | +5.9% | +76.8% | -70.9% | +6.6% |
| YTD | -21.1% | +168.9% | -190.0% | -20.1% |
| 1Y | -22.5% | +96.4% | -118.8% | -21.8% |
| 3Y | -39.0% | +77.2% | -116.2% | -38.8% |
| All | -33.8% | +419.4% | -453.2% | -28.9% |
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