+15.7%
GAP vs PFGC
+419.1%
-403.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -4.5% | -2.2% | -2.3% | -3.5% |
| 30D | +9.0% | -11.9% | +21.0% | +15.3% |
| 3M | +5.0% | +5.0% | 0.0% | +2.3% |
| 6M | -17.8% | +8.6% | -26.4% | -21.4% |
| YTD | -10.4% | +9.7% | -20.1% | -15.3% |
| 1Y | -3.4% | -6.3% | +2.9% | -1.9% |
| 3Y | +111.5% | +58.2% | +53.3% | +69.2% |
| 5Y | +8.8% | +110.4% | -101.6% | -23.7% |
| 10Y | +32.9% | +272.8% | -239.9% | -23.2% |
| All | +15.7% | +419.1% | -403.4% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling