-34.9%
GIS vs PH
+209.1%
-244.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -2.0% |
| 7D | -8.1% | +7.4% | -15.4% | -8.0% |
| 30D | +5.3% | +0.5% | +4.8% | +5.3% |
| 3M | -10.5% | -10.2% | -0.3% | -10.4% |
| 6M | +1.8% | +8.9% | -7.1% | +1.6% |
| YTD | -22.9% | +9.7% | -32.6% | -23.2% |
| 1Y | -22.9% | +12.8% | -35.8% | -23.3% |
| 3Y | -40.5% | +134.6% | -175.1% | -43.6% |
| 5Y | -34.9% | +204.5% | -239.4% | -40.7% |
| All | -34.9% | +209.1% | -244.0% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling