-2.4%
GFS vs PFGC
+115.3%
-117.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.8% |
| 7D | +1.0% | -2.2% | +3.2% | +2.1% |
| 30D | -8.6% | -11.9% | +3.3% | -3.2% |
| 3M | -46.5% | +5.0% | -51.6% | -48.6% |
| 6M | -4.8% | +8.6% | -13.4% | -10.7% |
| YTD | +29.7% | +9.7% | +20.0% | +19.8% |
| 1Y | +35.8% | -6.3% | +42.1% | +36.3% |
| 3Y | -18.3% | +58.2% | -76.5% | -38.8% |
| All | -2.4% | +115.3% | -117.7% | -34.6% |
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 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