+229.4%
GD vs PFGC
+477.3%
-247.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | -3.9% | +12.5% | -16.4% | -6.1% |
| 30D | +8.1% | +17.0% | -8.9% | +4.9% |
| 3M | -6.8% | -2.1% | -4.7% | -6.8% |
| 6M | +3.0% | +25.9% | -22.9% | -1.6% |
| YTD | +7.8% | +22.0% | -14.2% | +3.2% |
| 1Y | +5.8% | +14.8% | -9.0% | +2.3% |
| 3Y | +55.3% | +80.8% | -25.5% | +37.5% |
| 5Y | +96.7% | +126.0% | -29.3% | +64.2% |
| 10Y | +195.4% | +363.8% | -168.4% | +125.4% |
| All | +229.4% | +477.3% | -247.8% | +140.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling