+102.6%
PBR vs GFS
-19.7%
+122.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.0% |
| 7D | +5.4% | +3.8% | +1.5% | +5.0% |
| 30D | +22.9% | -11.7% | +34.6% | +24.2% |
| 3M | +19.6% | -41.8% | +61.4% | +25.5% |
| 6M | +16.5% | +6.6% | +9.8% | +12.4% |
| YTD | +86.7% | +34.6% | +52.0% | +73.1% |
| 1Y | +74.7% | +46.2% | +28.6% | +59.3% |
| 3Y | +102.6% | -20.3% | +122.9% | +99.5% |
| All | +102.6% | -19.7% | +122.3% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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