+51.0%
GIS vs PBF
+303.9%
-252.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.4% |
| 7D | -7.8% | +4.3% | -12.1% | -7.9% |
| 30D | +6.6% | +22.0% | -15.4% | +6.1% |
| 3M | +21.0% | +74.5% | -53.5% | +19.3% |
| 6M | -9.1% | +67.7% | -76.7% | -10.4% |
| YTD | -13.6% | +179.2% | -192.8% | -16.0% |
| 1Y | -18.0% | +170.0% | -188.0% | -20.4% |
| 3Y | -33.7% | +66.4% | -100.0% | -35.2% |
| 5Y | -19.4% | +764.5% | -783.9% | -26.7% |
| 10Y | -21.3% | +358.5% | -379.8% | -32.0% |
| All | +51.0% | +303.9% | -252.8% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling