+13.4%
PFGC vs GGLL
-11.6%
+25.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +6.5% | +7.0% | +13.2% |
| 7D | +13.9% | -23.1% | +37.0% | +14.5% |
| 30D | +18.4% | -32.9% | +51.2% | +19.6% |
| 3M | -2.5% | -44.9% | +42.4% | -0.7% |
| 6M | +26.0% | -49.5% | +75.6% | +28.9% |
| YTD | +21.9% | -28.9% | +50.8% | +22.0% |
| 1Y | +13.4% | -12.2% | +25.6% | +16.0% |
| All | +13.4% | -11.6% | +25.0% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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