+224.0%
GIS vs PRU
+785.9%
-561.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -2.3% |
| 7D | +3.6% | +2.4% | +1.2% | +3.3% |
| 30D | +13.9% | +6.1% | +7.8% | +13.2% |
| 3M | +0.3% | -0.7% | +1.0% | +0.4% |
| 6M | +5.0% | +22.1% | -17.1% | +2.6% |
| YTD | -18.4% | +9.8% | -28.1% | -19.4% |
| 1Y | -17.4% | +19.4% | -36.8% | -19.2% |
| 3Y | -36.9% | +50.4% | -87.3% | -40.3% |
| 5Y | -30.4% | +37.2% | -67.5% | -33.9% |
| 10Y | -13.6% | +119.5% | -133.1% | -25.1% |
| All | +224.0% | +785.9% | -561.9% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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