+102.6%
PBR vs GFI
+287.6%
-185.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.8% |
| 7D | +5.4% | -4.9% | +10.2% | +5.6% |
| 30D | +22.9% | +10.7% | +12.1% | +22.2% |
| 3M | +19.6% | +25.6% | -6.0% | +18.1% |
| 6M | +16.5% | -8.3% | +24.7% | +16.9% |
| YTD | +86.7% | +6.3% | +80.3% | +85.1% |
| 1Y | +74.7% | +22.1% | +52.6% | +70.6% |
| 3Y | +102.6% | +289.2% | -186.6% | +69.0% |
| All | +102.6% | +287.6% | -185.1% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling