+438.8%
GS vs PFGC
+351.0%
+87.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +5.9% | +3.4% | +2.4% | +4.8% |
| 30D | +4.3% | +16.9% | -12.6% | -0.7% |
| 3M | -11.7% | +6.4% | -18.1% | -13.6% |
| 6M | -3.2% | +16.0% | -19.2% | -8.3% |
| YTD | +5.8% | +23.6% | -17.8% | -2.4% |
| 1Y | +16.0% | +16.6% | -0.6% | +8.9% |
| 3Y | +199.8% | +82.3% | +117.5% | +145.4% |
| 5Y | +155.5% | +138.7% | +16.8% | +89.6% |
| All | +438.8% | +351.0% | +87.8% | +239.6% |
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