+385.0%
GIS vs PBR
+1,873.9%
-1,488.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -8.6% | +0.3% | -8.9% | -8.6% |
| 30D | -0.5% | +17.5% | -18.0% | -1.6% |
| 3M | +11.9% | +20.9% | -9.0% | +10.3% |
| 6M | -11.6% | +20.2% | -31.8% | -13.0% |
| YTD | -16.3% | +84.3% | -100.6% | -20.2% |
| 1Y | -21.8% | +77.1% | -98.9% | -25.2% |
| 3Y | -35.7% | +100.8% | -136.5% | -39.4% |
| 5Y | -22.9% | +556.1% | -579.0% | -34.2% |
| 10Y | -16.8% | +676.1% | -692.9% | -34.0% |
| All | +385.0% | +1,873.9% | -1,488.9% | +221.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling