+290.5%
GME vs PFGC
+292.9%
-2.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.2% | +3.8% |
| 7D | +10.4% | -4.8% | +15.1% | +11.8% |
| 30D | +14.1% | -12.5% | +26.6% | +18.3% |
| 3M | -4.6% | -9.7% | +5.1% | -2.1% |
| 6M | -13.5% | +7.0% | -20.5% | -15.6% |
| YTD | +5.3% | +4.5% | +0.9% | +2.7% |
| 1Y | -14.9% | -11.6% | -3.3% | -13.1% |
| 3Y | +24.3% | +58.5% | -34.2% | +6.2% |
| 5Y | -55.6% | +112.6% | -168.2% | -64.5% |
| All | +290.5% | +292.9% | -2.4% | +123.6% |
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 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