+2.5%
GIS vs PFGC
+419.1%
-416.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.5% |
| 7D | -7.8% | -2.2% | -5.6% | -7.8% |
| 30D | +6.6% | -11.9% | +18.5% | +6.8% |
| 3M | +21.0% | +5.0% | +16.0% | +20.9% |
| 6M | -9.1% | +8.6% | -17.7% | -9.2% |
| YTD | -13.6% | +9.7% | -23.3% | -13.7% |
| 1Y | -18.0% | -6.3% | -11.7% | -18.0% |
| 3Y | -33.7% | +58.2% | -91.9% | -34.0% |
| 5Y | -19.4% | +110.4% | -129.9% | -19.9% |
| 10Y | -21.3% | +272.8% | -294.0% | -18.3% |
| All | +2.5% | +419.1% | -416.6% | +1.2% |
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 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