-54.5%
GTLB vs PFGC
+97.0%
-151.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +3.0% |
| 7D | -4.1% | -4.8% | +0.8% | -0.9% |
| 30D | +12.3% | -17.2% | +29.5% | +26.5% |
| 3M | +65.9% | -6.3% | +72.2% | +71.8% |
| 6M | +104.0% | +8.8% | +95.1% | +87.4% |
| YTD | +26.0% | +4.9% | +21.1% | +16.4% |
| 1Y | -3.5% | -9.5% | +6.0% | -0.9% |
| 3Y | -9.6% | +59.6% | -69.2% | -42.9% |
| All | -54.5% | +97.0% | -151.5% | -75.8% |
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