+0.9%
GIS vs PFGC
+409.4%
-408.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.5% |
| 7D | -8.3% | -2.4% | -5.8% | -8.2% |
| 30D | +2.2% | -15.8% | +17.9% | +2.4% |
| 3M | +15.7% | -0.6% | +16.3% | +15.7% |
| 6M | -12.0% | +10.7% | -22.6% | -12.1% |
| YTD | -15.0% | +7.6% | -22.6% | -15.1% |
| 1Y | -20.1% | -7.8% | -12.3% | -20.1% |
| 3Y | -34.6% | +63.7% | -98.3% | -34.9% |
| 5Y | -22.8% | +112.3% | -135.1% | -23.2% |
| 10Y | -18.5% | +286.7% | -305.2% | -16.0% |
| All | +0.9% | +409.4% | -408.5% | -0.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling