-17.4%
GIS vs PBR
+74.7%
-92.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -7.0% | +12.2% | +5.1% |
| 7D | +8.5% | -11.0% | +19.5% | +8.4% |
| 30D | +15.3% | -18.8% | +34.1% | +15.4% |
| 3M | +0.9% | +7.8% | -6.9% | +1.4% |
| 6M | +7.9% | -7.6% | +15.5% | +9.6% |
| YTD | -17.6% | +72.7% | -90.2% | -24.0% |
| 1Y | -17.4% | +72.9% | -90.3% | -24.3% |
| All | -17.4% | +74.7% | -92.1% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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