+24.0%
PBR vs GFI
-11.2%
+35.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.0% | +1.8% |
| 7D | +4.2% | -5.1% | +9.4% | +3.6% |
| 30D | +22.7% | +13.4% | +9.3% | +24.7% |
| 3M | +21.5% | +36.2% | -14.7% | +26.6% |
| 6M | +24.0% | -9.8% | +33.8% | +25.1% |
| All | +24.0% | -11.2% | +35.1% | +25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling