+7.7%
GEHC vs PFGC
+57.2%
-49.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | -7.9% | -4.8% | -3.0% | -6.3% |
| 30D | -11.7% | -17.2% | +5.5% | -6.2% |
| 3M | +0.8% | -6.3% | +7.2% | +2.8% |
| 6M | -11.6% | +8.8% | -20.4% | -14.3% |
| YTD | -21.6% | +4.9% | -26.5% | -23.8% |
| 1Y | -15.3% | -9.5% | -5.8% | -13.3% |
| 3Y | -0.5% | +59.6% | -60.1% | -18.4% |
| All | +7.7% | +57.2% | -49.5% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling