+1,391.9%
GIS vs PPG
+2,572.2%
-1,180.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.1% | -2.6% |
| 7D | -8.4% | -5.1% | -3.3% | -7.4% |
| 30D | -5.2% | -9.6% | +4.4% | -3.2% |
| 3M | +8.2% | -6.4% | +14.6% | +9.5% |
| 6M | -12.0% | +0.5% | -12.5% | -12.5% |
| YTD | -18.9% | +4.4% | -23.3% | -20.1% |
| 1Y | -23.6% | -0.9% | -22.7% | -24.0% |
| 3Y | -37.6% | -17.0% | -20.7% | -36.2% |
| 5Y | -25.2% | -23.7% | -1.5% | -23.5% |
| 10Y | -19.3% | +25.9% | -45.2% | -28.4% |
| All | +1,391.9% | +2,572.2% | -1,180.3% | +452.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling