+102.5%
GD vs PFGC
+122.2%
-19.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | -1.9% | +15.0% | -16.9% | -4.6% |
| 30D | +10.9% | +17.0% | -6.1% | +7.5% |
| 3M | -6.8% | -2.5% | -4.3% | -6.5% |
| 6M | +7.0% | +19.2% | -12.2% | +3.0% |
| YTD | +11.1% | +23.4% | -12.3% | +5.8% |
| 1Y | +7.0% | +13.9% | -6.8% | +3.5% |
| 3Y | +59.9% | +82.0% | -22.1% | +39.2% |
| 5Y | +102.5% | +128.7% | -26.2% | +65.0% |
| All | +102.5% | +122.2% | -19.8% | +65.0% |
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