-17.3%
GIS vs PH
+698.6%
-715.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -3.4% | +4.1% | -7.5% | -3.6% |
| 30D | +6.9% | -0.1% | +6.9% | +6.8% |
| 3M | -10.1% | -9.6% | -0.6% | -9.6% |
| 6M | +5.9% | +8.5% | -2.7% | +4.9% |
| YTD | -21.1% | +9.4% | -30.5% | -22.0% |
| 1Y | -22.5% | +14.2% | -36.7% | -23.7% |
| 3Y | -39.0% | +134.0% | -173.0% | -44.4% |
| 5Y | -33.3% | +203.8% | -237.1% | -41.8% |
| All | -17.3% | +698.6% | -715.8% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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