+1,317.1%
GIS vs PH
+25,064.5%
-23,747.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.8% |
| 7D | -8.1% | +7.4% | -15.4% | -9.0% |
| 30D | +5.3% | +0.5% | +4.8% | +5.0% |
| 3M | -10.5% | -10.2% | -0.3% | -9.5% |
| 6M | +1.8% | +8.9% | -7.1% | +0.1% |
| YTD | -22.9% | +9.7% | -32.6% | -24.5% |
| 1Y | -22.9% | +12.8% | -35.8% | -24.9% |
| 3Y | -40.5% | +134.6% | -175.1% | -48.6% |
| 5Y | -34.9% | +204.5% | -239.4% | -46.7% |
| 10Y | -19.0% | +697.5% | -716.5% | -45.6% |
| All | +1,317.1% | +25,064.5% | -23,747.4% | +308.9% |
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 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