+136.1%
PBF vs GGLL
+210.8%
-74.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.6% |
| 7D | +6.5% | +7.7% | -1.2% | +6.0% |
| 30D | -20.0% | -30.2% | +10.2% | -18.4% |
| 3M | -3.3% | -31.3% | +27.9% | -1.4% |
| 6M | +76.8% | -52.1% | +128.9% | +84.9% |
| YTD | +168.9% | -25.9% | +194.8% | +163.6% |
| 1Y | +96.4% | -8.5% | +104.8% | +84.8% |
| 3Y | +77.2% | +165.5% | -88.3% | +34.7% |
| All | +136.1% | +210.8% | -74.7% | +87.7% |
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