+23.6%
GFS vs PFGC
+14.2%
+9.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.5% |
| 7D | +6.2% | +1.5% | +4.7% | +6.3% |
| 30D | -11.4% | +17.4% | -28.8% | -10.6% |
| 3M | -15.5% | -2.4% | -13.1% | -15.0% |
| 6M | -42.6% | +18.2% | -60.9% | -43.5% |
| YTD | +23.2% | +23.7% | -0.5% | +21.5% |
| 1Y | +23.6% | +15.0% | +8.6% | +22.6% |
| All | +23.6% | +14.2% | +9.4% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling