+371.1%
GH vs PFGC
+258.8%
+112.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | +0.6% | +3.4% | -2.9% | -0.3% |
| 30D | -6.9% | +16.9% | -23.8% | -10.9% |
| 3M | -4.9% | +6.4% | -11.3% | -7.0% |
| 6M | +54.1% | +16.0% | +38.0% | +47.0% |
| YTD | +48.5% | +23.6% | +24.9% | +38.8% |
| 1Y | +61.2% | +16.6% | +44.6% | +52.8% |
| 3Y | +570.3% | +82.3% | +488.1% | +467.7% |
| 5Y | +46.1% | +138.7% | -92.6% | +17.1% |
| All | +371.1% | +258.8% | +112.3% | +201.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling