+117.3%
PBF vs GGLL
+194.0%
-76.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -5.2% |
| 7D | -15.3% | +5.1% | -20.4% | -15.6% |
| 30D | -21.8% | -35.5% | +13.7% | -19.8% |
| 3M | -0.2% | -39.2% | +38.9% | +2.6% |
| 6M | +63.6% | -54.4% | +118.0% | +71.4% |
| YTD | +147.5% | -29.8% | +177.4% | +143.4% |
| 1Y | +69.8% | -20.4% | +90.2% | +62.8% |
| 3Y | +65.3% | +149.7% | -84.5% | +26.2% |
| All | +117.3% | +194.0% | -76.8% | +73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling