+1,488.6%
GIS vs PH
+25,185.5%
-23,697.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -7.8% | -3.1% | -4.8% | -7.5% |
| 30D | +6.6% | -3.2% | +9.8% | +7.0% |
| 3M | +21.0% | +10.6% | +10.4% | +19.0% |
| 6M | -9.1% | -2.1% | -6.9% | -9.2% |
| YTD | -13.6% | +10.2% | -23.8% | -15.2% |
| 1Y | -18.0% | +28.2% | -46.2% | -21.4% |
| 3Y | -33.7% | +134.9% | -168.6% | -42.7% |
| 5Y | -19.4% | +253.6% | -273.1% | -35.4% |
| 10Y | -21.3% | +804.7% | -826.0% | -48.1% |
| All | +1,488.6% | +25,185.5% | -23,697.0% | +359.3% |
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