-23.6%
GIS vs PH
+24.6%
-48.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.5% | -3.2% |
| 7D | -8.4% | -3.1% | -5.3% | -8.8% |
| 30D | -5.2% | -11.8% | +6.6% | -6.7% |
| 3M | +8.2% | +6.9% | +1.2% | +8.6% |
| 6M | -12.0% | -1.3% | -10.7% | -12.3% |
| YTD | -18.9% | +7.0% | -25.8% | -18.2% |
| 1Y | -23.6% | +23.1% | -46.7% | -20.1% |
| All | -23.6% | +24.6% | -48.2% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling