-36.4%
GLXY vs PFGC
+26.8%
-63.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.0% | +2.3% | +5.7% |
| 7D | -0.5% | +10.8% | -11.4% | -1.6% |
| 30D | -28.6% | +17.8% | -46.4% | -31.4% |
| 3M | -28.1% | -2.7% | -25.3% | -25.1% |
| 6M | -52.0% | +20.0% | -72.0% | -56.6% |
| YTD | -35.1% | +24.3% | -59.4% | -42.6% |
| 1Y | -54.0% | +13.2% | -67.2% | -57.4% |
| All | -36.4% | +26.8% | -63.2% | -38.1% |
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