+343.4%
PBF vs GFI
+525.8%
-182.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +1.4% | +4.7% | -3.3% | +1.4% |
| 30D | +15.8% | +14.4% | +1.4% | +16.0% |
| 3M | +90.3% | +32.5% | +57.8% | +90.7% |
| 6M | +102.8% | -7.2% | +110.0% | +103.4% |
| YTD | +187.3% | +10.9% | +176.5% | +187.5% |
| 1Y | +161.8% | +35.5% | +126.4% | +161.4% |
| 3Y | +55.5% | +312.1% | -256.7% | +54.5% |
| 5Y | +801.9% | +524.6% | +277.3% | +804.5% |
| 10Y | +362.2% | +1,092.7% | -730.5% | +374.3% |
| All | +343.4% | +525.8% | -182.5% | +366.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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