+1,350.9%
GIS vs PH
+25,056.6%
-23,705.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -3.4% | +4.3% | -7.7% | -3.9% |
| 30D | +6.9% | +0.1% | +6.7% | +6.6% |
| 3M | -10.1% | -9.4% | -0.7% | -9.2% |
| 6M | +5.9% | +8.8% | -2.9% | +4.1% |
| YTD | -21.1% | +9.6% | -30.7% | -22.7% |
| 1Y | -22.5% | +14.4% | -36.9% | -24.6% |
| 3Y | -39.0% | +134.5% | -173.5% | -47.3% |
| 5Y | -33.3% | +204.4% | -237.8% | -45.4% |
| 10Y | -17.0% | +697.3% | -714.3% | -44.3% |
| All | +1,350.9% | +25,056.6% | -23,705.6% | +318.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling