-21.1%
GIS vs PPG
+26.9%
-48.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -6.4% | -6.2% | -0.1% | -5.3% |
| 30D | -6.1% | -7.9% | +1.8% | -4.7% |
| 3M | +7.8% | -10.2% | +18.1% | +9.9% |
| 6M | -8.8% | +2.7% | -11.4% | -9.5% |
| YTD | -19.1% | +4.9% | -24.0% | -20.1% |
| 1Y | -24.8% | -3.2% | -21.6% | -24.7% |
| 3Y | -37.6% | -17.0% | -20.6% | -36.4% |
| 5Y | -25.4% | -23.3% | -2.1% | -23.8% |
| All | -21.1% | +26.9% | -48.0% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling