+54.9%
GD vs PFGC
+81.0%
-26.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | -3.9% | +12.5% | -16.4% | -5.9% |
| 30D | +8.1% | +17.0% | -8.9% | +5.0% |
| 3M | -6.8% | -2.1% | -4.7% | -6.4% |
| 6M | +3.0% | +25.9% | -22.9% | -1.7% |
| YTD | +7.8% | +22.0% | -14.2% | +3.0% |
| 1Y | +5.8% | +14.8% | -9.0% | +2.4% |
| All | +54.9% | +81.0% | -26.1% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling