-41.9%
GIS vs PLTD
-77.5%
+35.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.3% |
| 7D | -3.4% | -4.8% | +1.4% | -3.2% |
| 30D | +6.9% | +16.9% | -10.0% | +6.3% |
| 3M | -10.1% | +2.6% | -12.7% | -10.3% |
| 6M | +5.9% | -36.2% | +42.1% | +6.8% |
| YTD | -21.1% | -19.4% | -1.7% | -21.6% |
| 1Y | -22.5% | -22.5% | 0.0% | -22.9% |
| All | -41.9% | -77.5% | +35.6% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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