+24.4%
GH vs PFGC
+111.7%
-87.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.8% |
| 7D | -0.2% | -3.7% | +3.5% | +1.8% |
| 30D | -2.6% | -16.0% | +13.3% | +6.4% |
| 3M | +25.1% | -4.1% | +29.2% | +27.0% |
| 6M | +78.5% | +8.7% | +69.8% | +68.3% |
| YTD | +59.4% | +6.4% | +53.0% | +50.3% |
| 1Y | +173.9% | -8.4% | +182.2% | +179.6% |
| 3Y | +382.7% | +61.8% | +321.0% | +244.0% |
| 5Y | +24.4% | +108.7% | -84.3% | -22.2% |
| All | +24.4% | +111.7% | -87.3% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling