+29.6%
GAP vs PFGC
+287.3%
-257.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.0% |
| 7D | -3.2% | -3.7% | +0.5% | -1.4% |
| 30D | -0.7% | -16.0% | +15.3% | +7.6% |
| 3M | -0.5% | -4.1% | +3.7% | +1.1% |
| 6M | -5.0% | +8.7% | -13.7% | -9.4% |
| YTD | -14.7% | +6.4% | -21.0% | -18.3% |
| 1Y | -8.6% | -8.4% | -0.3% | -6.2% |
| 3Y | +108.4% | +61.8% | +46.6% | +63.7% |
| 5Y | +5.8% | +108.7% | -102.9% | -26.6% |
| 10Y | +29.6% | +298.1% | -268.5% | -29.0% |
| All | +29.6% | +287.3% | -257.7% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling