-12.1%
GTLB vs PFGC
+61.7%
-73.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | -6.6% | -3.7% | -2.9% | -5.2% |
| 30D | +13.7% | -16.0% | +29.7% | +21.6% |
| 3M | +52.9% | -4.1% | +57.0% | +54.8% |
| 6M | +88.5% | +8.7% | +79.8% | +79.4% |
| YTD | +23.4% | +6.4% | +17.1% | +16.8% |
| 1Y | -3.8% | -8.4% | +4.6% | -0.8% |
| All | -12.1% | +61.7% | -73.8% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling