+401.3%
GH vs PFGC
+218.4%
+182.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.4% |
| 7D | -0.1% | -2.2% | +2.1% | +0.5% |
| 30D | -1.1% | -11.9% | +10.9% | +2.0% |
| 3M | +21.3% | +5.0% | +16.3% | +19.5% |
| 6M | +73.5% | +8.6% | +64.9% | +69.2% |
| YTD | +58.0% | +9.7% | +48.3% | +53.1% |
| 1Y | +163.1% | -6.3% | +169.3% | +164.6% |
| 3Y | +361.0% | +58.2% | +302.8% | +306.7% |
| 5Y | +22.5% | +110.4% | -87.9% | +1.5% |
| All | +401.3% | +218.4% | +182.9% | +232.3% |
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