+109.1%
GLD vs PBF
+74.2%
+34.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +1.9% |
| 7D | +4.9% | -7.4% | +12.3% | +5.0% |
| 30D | -1.3% | -17.5% | +16.2% | -1.2% |
| 3M | -4.8% | +13.1% | -17.9% | -5.0% |
| 6M | -12.5% | +72.6% | -85.1% | -13.4% |
| YTD | -4.2% | +161.2% | -165.4% | -7.5% |
| 1Y | +3.0% | +93.3% | -90.3% | +0.6% |
| 3Y | +109.1% | +80.7% | +28.4% | +103.8% |
| All | +109.1% | +74.2% | +34.9% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling