+532.8%
PBR vs GFS
-2.1%
+534.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | +4.2% | +3.2% | +1.0% | +4.0% |
| 30D | +22.7% | -9.6% | +32.3% | +23.7% |
| 3M | +21.5% | -38.5% | +60.0% | +26.2% |
| 6M | +24.0% | -1.3% | +25.3% | +21.8% |
| YTD | +88.2% | +31.8% | +56.4% | +78.6% |
| 1Y | +74.8% | +44.6% | +30.3% | +63.6% |
| 3Y | +105.1% | -20.6% | +125.8% | +100.0% |
| All | +532.8% | -2.1% | +534.9% | +534.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling