+71.8%
GH vs PFGC
+12.5%
+59.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +13.5% | -17.2% | -3.9% |
| 7D | -7.7% | +13.9% | -21.5% | -8.1% |
| 30D | -10.0% | +18.4% | -28.3% | -10.9% |
| 3M | +5.5% | -2.5% | +8.0% | +8.3% |
| 6M | +84.9% | +26.0% | +58.9% | +79.1% |
| YTD | +65.0% | +21.9% | +43.2% | +62.1% |
| 1Y | +71.8% | +13.4% | +58.4% | +69.9% |
| All | +71.8% | +12.5% | +59.3% | +69.9% |
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 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