-16.0%
PCG vs GFI
+6.9%
-22.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.5% | +0.4% |
| 7D | +1.9% | +1.4% | +0.5% | +1.8% |
| 30D | +8.5% | +3.0% | +5.5% | +8.2% |
| 3M | -22.9% | +10.2% | -33.1% | -23.1% |
| 6M | -16.8% | -10.1% | -6.7% | -16.4% |
| YTD | -15.8% | -11.4% | -4.4% | -16.8% |
| 1Y | -16.0% | +8.4% | -24.4% | -20.0% |
| All | -16.0% | +6.9% | -22.9% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling