-54.1%
GTLB vs PFGC
+132.1%
-186.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.3% |
| 7D | -0.7% | +3.4% | -4.2% | -2.9% |
| 30D | -10.2% | +16.9% | -27.1% | -19.5% |
| 3M | +10.1% | +6.4% | +3.7% | +4.5% |
| 6M | +116.5% | +16.0% | +100.5% | +92.5% |
| YTD | +27.2% | +23.6% | +3.5% | +4.5% |
| 1Y | +8.6% | +16.6% | -8.1% | -6.9% |
| 3Y | +5.6% | +82.3% | -76.7% | -39.0% |
| 5Y | -61.8% | +138.7% | -200.5% | -81.9% |
| All | -54.1% | +132.1% | -186.2% | -78.3% |
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