+502.4%
GFI vs PFG
+111.0%
+391.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.4% |
| 7D | -4.9% | -0.4% | -4.4% | -4.8% |
| 30D | +10.7% | +2.9% | +7.8% | +10.2% |
| 3M | +25.6% | +6.7% | +18.9% | +24.2% |
| 6M | -8.3% | +33.8% | -42.0% | -12.3% |
| YTD | +6.3% | +35.0% | -28.7% | +1.5% |
| 1Y | +22.1% | +46.4% | -24.3% | +15.5% |
| 3Y | +289.2% | +71.7% | +217.5% | +255.8% |
| All | +502.4% | +111.0% | +391.5% | +459.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling