+129.3%
PBF vs GGLL
+195.8%
-66.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +3.2% |
| 7D | -7.4% | +6.3% | -13.7% | -7.7% |
| 30D | -17.5% | -35.1% | +17.6% | -15.4% |
| 3M | +13.1% | -37.7% | +50.8% | +16.1% |
| 6M | +72.6% | -54.1% | +126.7% | +80.8% |
| YTD | +161.2% | -29.4% | +190.6% | +156.8% |
| 1Y | +93.3% | -13.4% | +106.7% | +82.8% |
| 3Y | +80.7% | +158.3% | -77.6% | +37.4% |
| All | +129.3% | +195.8% | -66.5% | +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