+289.2%
GFI vs PFGC
+58.8%
+230.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | -4.9% | -4.8% | -0.1% | -4.2% |
| 30D | +10.7% | -12.5% | +23.3% | +12.8% |
| 3M | +25.6% | -9.7% | +35.4% | +27.2% |
| 6M | -8.3% | +7.0% | -15.3% | -9.3% |
| YTD | +6.3% | +4.5% | +1.8% | +5.4% |
| 1Y | +22.1% | -11.6% | +33.7% | +21.6% |
| 3Y | +289.2% | +58.5% | +230.7% | +250.0% |
| All | +289.2% | +58.8% | +230.3% | +250.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling