+97.2%
GD vs PFGC
+111.4%
-14.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.7% |
| 7D | -5.3% | -2.2% | -3.1% | -4.8% |
| 30D | -6.4% | -11.9% | +5.5% | -4.2% |
| 3M | +5.7% | +5.0% | +0.7% | +4.5% |
| 6M | -0.9% | +8.6% | -9.5% | -2.9% |
| YTD | +8.2% | +9.7% | -1.5% | +5.5% |
| 1Y | +13.4% | -6.3% | +19.7% | +14.1% |
| 3Y | +68.5% | +58.2% | +10.3% | +51.2% |
| All | +97.2% | +111.4% | -14.2% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling