+662.0%
PBR vs GFI
+1,093.3%
-431.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | +5.4% | -2.7% | +8.1% | +5.6% |
| 30D | +22.9% | +13.2% | +9.6% | +21.4% |
| 3M | +19.6% | +28.5% | -8.8% | +16.4% |
| 6M | +16.5% | -6.2% | +22.6% | +16.1% |
| YTD | +86.7% | +8.7% | +77.9% | +82.7% |
| 1Y | +74.7% | +24.8% | +49.9% | +67.6% |
| 3Y | +102.6% | +298.0% | -195.5% | +67.7% |
| 5Y | +566.6% | +546.0% | +20.6% | +407.2% |
| All | +662.0% | +1,093.3% | -431.3% | +431.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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