+2,191.7%
GFI vs PFGC
+403.3%
+1,788.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | +4.7% | -3.7% | +8.4% | +5.0% |
| 30D | +14.4% | -16.0% | +30.4% | +15.9% |
| 3M | +32.5% | -4.1% | +36.7% | +32.9% |
| 6M | -7.2% | +8.7% | -15.9% | -7.7% |
| YTD | +10.9% | +6.4% | +4.5% | +10.2% |
| 1Y | +35.5% | -8.4% | +43.8% | +35.9% |
| 3Y | +312.1% | +61.8% | +250.4% | +296.0% |
| 5Y | +524.6% | +108.7% | +415.9% | +487.5% |
| 10Y | +1,092.7% | +298.1% | +794.6% | +946.6% |
| All | +2,191.7% | +403.3% | +1,788.4% | +1,713.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling