+1,663.6%
PBR vs GFI
+2,533.8%
-870.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.6% |
| 7D | +5.4% | -4.9% | +10.2% | +6.4% |
| 30D | +22.9% | +10.7% | +12.1% | +20.1% |
| 3M | +19.6% | +25.6% | -6.0% | +13.0% |
| 6M | +16.5% | -8.3% | +24.7% | +15.6% |
| YTD | +86.7% | +6.3% | +80.3% | +78.1% |
| 1Y | +74.7% | +22.1% | +52.6% | +59.9% |
| 3Y | +102.6% | +289.2% | -186.6% | +37.6% |
| 5Y | +566.6% | +531.7% | +34.9% | +281.1% |
| 10Y | +686.1% | +1,043.8% | -357.7% | +222.3% |
| All | +1,663.6% | +2,533.8% | -870.2% | +607.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling