+157.4%
GS vs PFGC
+122.2%
+35.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | +1.6% | +15.0% | -13.4% | -3.8% |
| 30D | +1.7% | +17.0% | -15.3% | -4.5% |
| 3M | -11.6% | -2.5% | -9.1% | -11.2% |
| 6M | -1.9% | +19.2% | -21.1% | -9.7% |
| YTD | +5.1% | +23.4% | -18.4% | -5.7% |
| 1Y | +16.4% | +13.9% | +2.6% | +8.1% |
| 3Y | +199.0% | +82.0% | +117.0% | +127.0% |
| 5Y | +157.4% | +128.7% | +28.8% | +75.1% |
| All | +157.4% | +122.2% | +35.2% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling