+164.9%
GD vs PFGC
+346.1%
-181.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | +9.2% | +16.1% | -6.9% | +6.1% |
| 3M | -7.5% | +2.4% | -9.8% | -8.1% |
| 6M | +5.8% | +15.7% | -9.9% | +2.5% |
| YTD | +9.8% | +22.3% | -12.5% | +5.0% |
| 1Y | +5.8% | +13.9% | -8.1% | +2.4% |
| 3Y | +58.0% | +80.3% | -22.3% | +39.6% |
| 5Y | +100.4% | +136.1% | -35.7% | +65.5% |
| All | +164.9% | +346.1% | -181.2% | +110.5% |
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