+129.9%
PBF vs GGLL
+206.6%
-76.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.3% | +1.5% | +5.5% |
| 7D | -4.0% | +2.9% | -6.9% | -4.1% |
| 30D | -18.0% | -33.1% | +15.1% | -16.1% |
| 3M | +0.9% | -31.2% | +32.1% | +2.9% |
| 6M | +65.7% | -49.4% | +115.1% | +72.1% |
| YTD | +161.9% | -26.8% | +188.7% | +156.9% |
| 1Y | +77.8% | -17.7% | +95.5% | +70.3% |
| 3Y | +74.9% | +160.4% | -85.6% | +33.1% |
| All | +129.9% | +206.6% | -76.8% | +82.9% |
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 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