+12.6%
GTLB vs PFGC
+12.5%
+0.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +13.5% | -13.5% | +0.6% |
| 7D | -9.7% | +13.9% | -23.5% | -9.2% |
| 30D | +1.7% | +18.4% | -16.7% | +2.3% |
| 3M | +43.6% | -2.5% | +46.1% | +44.2% |
| 6M | +113.0% | +26.0% | +86.9% | +118.1% |
| YTD | +39.5% | +21.9% | +17.7% | +41.6% |
| 1Y | +12.6% | +13.4% | -0.7% | +17.0% |
| All | +12.6% | +12.5% | +0.2% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling