+524.7%
GS vs PFGC
+477.3%
+47.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.4% |
| 7D | -6.3% | +12.5% | -18.8% | -9.7% |
| 30D | -3.1% | +17.0% | -20.1% | -7.7% |
| 3M | -17.7% | -2.1% | -15.6% | -17.5% |
| 6M | -4.6% | +25.9% | -30.4% | -11.7% |
| YTD | +0.3% | +22.0% | -21.7% | -6.9% |
| 1Y | +11.7% | +14.8% | -3.1% | +5.4% |
| 3Y | +183.6% | +80.8% | +102.7% | +133.9% |
| 5Y | +141.0% | +126.0% | +15.0% | +82.9% |
| 10Y | +507.4% | +363.8% | +143.7% | +271.6% |
| All | +524.7% | +477.3% | +47.5% | +273.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling