+5.6%
GTLB vs PFGC
+82.6%
-77.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -0.7% | +3.4% | -4.2% | -1.8% |
| 30D | -10.2% | +16.9% | -27.1% | -15.1% |
| 3M | +10.1% | +6.4% | +3.7% | +7.7% |
| 6M | +116.5% | +16.0% | +100.5% | +103.9% |
| YTD | +27.2% | +23.6% | +3.5% | +14.1% |
| 1Y | +8.6% | +16.6% | -8.1% | +0.7% |
| 3Y | +5.6% | +82.3% | -76.7% | -27.2% |
| All | +5.6% | +82.6% | -77.0% | -27.2% |
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