+111.0%
PBF vs GGLL
-11.6%
+122.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.5% | -13.2% | -5.5% |
| 7D | -0.9% | -23.1% | +22.2% | -4.4% |
| 30D | -13.7% | -32.9% | +19.2% | -18.7% |
| 3M | +10.6% | -44.9% | +55.5% | +1.1% |
| 6M | +61.2% | -49.5% | +110.7% | +45.4% |
| YTD | +172.7% | -28.9% | +201.6% | +170.0% |
| 1Y | +111.0% | -12.2% | +123.2% | +103.9% |
| All | +111.0% | -11.6% | +122.6% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling