-21.1%
GIS vs PBR
+697.0%
-718.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -6.4% | +5.4% | -11.7% | -6.6% |
| 30D | -6.1% | +22.9% | -29.0% | -7.0% |
| 3M | +7.8% | +19.6% | -11.8% | +6.9% |
| 6M | -8.8% | +16.5% | -25.3% | -9.6% |
| YTD | -19.1% | +86.7% | -105.8% | -21.7% |
| 1Y | -24.8% | +74.7% | -99.5% | -26.9% |
| 3Y | -37.6% | +102.6% | -140.1% | -40.0% |
| 5Y | -25.4% | +566.6% | -592.0% | -32.6% |
| All | -21.1% | +697.0% | -718.0% | -32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling