+243.0%
GS vs PFGC
+60.5%
+182.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +0.9% | -2.2% | +3.1% | +1.8% |
| 30D | -1.6% | -11.9% | +10.4% | +3.3% |
| 3M | -4.5% | +5.0% | -9.5% | -7.9% |
| 6M | +20.9% | +8.6% | +12.3% | +14.3% |
| YTD | +19.9% | +9.7% | +10.2% | +11.4% |
| 1Y | +41.4% | -6.3% | +47.7% | +43.2% |
| All | +243.0% | +60.5% | +182.5% | +158.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling