-21.1%
GIS vs PGR
+825.1%
-846.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -6.4% | -0.6% | -5.8% | -6.2% |
| 30D | -6.1% | +4.9% | -11.0% | -7.3% |
| 3M | +7.8% | +7.6% | +0.2% | +5.4% |
| 6M | -8.8% | +8.3% | -17.0% | -11.1% |
| YTD | -19.1% | +1.7% | -20.9% | -20.0% |
| 1Y | -24.8% | -6.8% | -17.9% | -23.9% |
| 3Y | -37.6% | +73.4% | -111.0% | -47.2% |
| 5Y | -25.4% | +161.2% | -186.6% | -45.7% |
| All | -21.1% | +825.1% | -846.2% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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