+289.2%
GFI vs PFG
+70.6%
+218.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | -4.9% | -0.4% | -4.4% | -4.8% |
| 30D | +10.7% | +2.9% | +7.8% | +10.0% |
| 3M | +25.6% | +6.7% | +18.9% | +23.7% |
| 6M | -8.3% | +33.8% | -42.0% | -13.8% |
| YTD | +6.3% | +35.0% | -28.6% | -0.1% |
| 1Y | +22.1% | +46.4% | -24.3% | +13.6% |
| 3Y | +289.2% | +71.6% | +217.5% | +226.4% |
| All | +289.2% | +70.6% | +218.6% | +226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 3y: compounded portfolio wealth divided by compounded PFG 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…
3y analysis · Full analysis span regression · 6 months rolling