-9.8%
GFI vs PFGC
+8.3%
-18.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.5% | -2.2% |
| 7D | -5.1% | -4.8% | -0.3% | -2.6% |
| 30D | +13.4% | -17.2% | +30.6% | +25.3% |
| 3M | +36.2% | -6.3% | +42.6% | +35.6% |
| 6M | -9.8% | +8.8% | -18.7% | -21.9% |
| All | -9.8% | +8.3% | -18.1% | -21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling