-7.2%
GLD vs PFGC
+15.6%
-22.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -4.6% | +3.4% | -8.0% | -5.1% |
| 30D | -5.5% | +16.9% | -22.4% | -7.7% |
| 3M | -10.9% | +6.4% | -17.3% | -12.0% |
| 6M | -17.4% | +16.0% | -33.4% | -19.9% |
| YTD | -10.3% | +23.6% | -33.9% | -13.5% |
| 1Y | -7.2% | +16.6% | -23.8% | -10.4% |
| All | -7.2% | +15.6% | -22.7% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling