+93.8%
GD vs PFGC
+121.6%
-27.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | -0.3% |
| 7D | -5.0% | +8.5% | -13.5% | -6.6% |
| 30D | +8.9% | +15.0% | -6.1% | +5.9% |
| 3M | -8.0% | -6.2% | -1.9% | -7.2% |
| 6M | +2.9% | +15.7% | -12.8% | -0.4% |
| YTD | +7.1% | +19.6% | -12.5% | +2.6% |
| 1Y | +5.9% | +13.2% | -7.3% | +2.5% |
| 3Y | +53.9% | +77.0% | -23.1% | +34.8% |
| All | +93.8% | +121.6% | -27.8% | +58.1% |
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