-52.0%
GTLB vs PFGC
+106.0%
-158.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | +11.1% | -2.2% | +13.3% | +12.6% |
| 30D | +37.8% | -11.9% | +49.7% | +49.0% |
| 3M | +61.6% | +5.0% | +56.6% | +55.0% |
| 6M | +98.9% | +8.6% | +90.3% | +83.5% |
| YTD | +32.8% | +9.7% | +23.1% | +19.1% |
| 1Y | +14.7% | -6.3% | +20.9% | +15.2% |
| 3Y | +1.3% | +58.2% | -56.9% | -35.1% |
| All | -52.0% | +106.0% | -158.0% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling