-17.3%
GIS vs PFGC
+351.0%
-368.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.4% |
| 7D | -3.4% | +3.4% | -6.8% | -3.4% |
| 30D | +6.9% | +16.9% | -10.0% | +6.6% |
| 3M | -10.1% | +6.4% | -16.5% | -10.2% |
| 6M | +5.9% | +16.0% | -10.2% | +5.7% |
| YTD | -21.1% | +23.6% | -44.7% | -21.3% |
| 1Y | -22.5% | +16.6% | -39.1% | -22.7% |
| 3Y | -39.0% | +82.3% | -121.3% | -39.2% |
| 5Y | -33.3% | +138.7% | -172.0% | -33.3% |
| All | -17.3% | +351.0% | -368.3% | -13.2% |
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