+486.7%
GS vs PFGC
+347.9%
+138.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | -3.2% | +8.5% | -11.7% | -5.8% |
| 30D | -2.4% | +15.0% | -17.4% | -6.7% |
| 3M | -15.7% | -6.2% | -9.6% | -14.5% |
| 6M | -6.8% | +15.7% | -22.5% | -11.7% |
| YTD | -0.1% | +19.6% | -19.6% | -6.9% |
| 1Y | +12.1% | +13.2% | -1.1% | +6.1% |
| 3Y | +185.8% | +77.0% | +108.8% | +136.3% |
| 5Y | +140.1% | +121.5% | +18.6% | +82.2% |
| All | +486.7% | +347.9% | +138.8% | +279.6% |
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