-25.7%
GIS vs PFGC
+110.3%
-136.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -6.4% | -4.8% | -1.6% | -5.9% |
| 30D | -6.1% | -12.5% | +6.4% | -4.9% |
| 3M | +7.8% | -9.7% | +17.6% | +8.9% |
| 6M | -8.8% | +7.0% | -15.8% | -9.2% |
| YTD | -19.1% | +4.5% | -23.6% | -19.5% |
| 1Y | -24.8% | -11.6% | -13.2% | -24.1% |
| 3Y | -37.6% | +58.5% | -96.1% | -40.4% |
| All | -25.7% | +110.3% | -136.0% | -30.6% |
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