-21.1%
GIS vs PH
+820.2%
-841.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -6.4% | -1.3% | -5.1% | -6.3% |
| 30D | -6.1% | -11.0% | +4.9% | -5.3% |
| 3M | +7.8% | +5.5% | +2.3% | +7.2% |
| 6M | -8.8% | +1.5% | -10.3% | -9.1% |
| YTD | -19.1% | +8.8% | -27.9% | -19.9% |
| 1Y | -24.8% | +24.5% | -49.2% | -26.4% |
| 3Y | -37.6% | +141.2% | -178.7% | -43.3% |
| 5Y | -25.4% | +256.3% | -281.7% | -35.9% |
| All | -21.1% | +820.2% | -841.2% | -41.9% |
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