+1,845.1%
GFI vs PFG
+989.9%
+855.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.2% |
| 7D | +4.7% | +3.2% | +1.5% | +4.3% |
| 30D | +14.4% | +0.9% | +13.5% | +14.3% |
| 3M | +32.5% | +7.7% | +24.8% | +31.1% |
| 6M | -7.2% | +29.0% | -36.1% | -10.2% |
| YTD | +10.9% | +32.5% | -21.6% | +6.8% |
| 1Y | +35.5% | +47.3% | -11.8% | +28.7% |
| 3Y | +312.1% | +68.2% | +243.9% | +282.1% |
| 5Y | +524.6% | +108.5% | +416.1% | +458.2% |
| 10Y | +1,092.7% | +241.4% | +851.4% | +842.7% |
| All | +1,845.1% | +989.9% | +855.2% | +1,138.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling