-76.7%
PCG vs GIS
-17.6%
-59.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.7% |
| 7D | -1.1% | +0.4% | -1.4% | -1.2% |
| 30D | +0.1% | +10.1% | -10.0% | -2.1% |
| 3M | -24.4% | -3.7% | -20.8% | -24.2% |
| 6M | -17.7% | +4.3% | -21.9% | -19.0% |
| YTD | -17.4% | -19.8% | +2.4% | -14.1% |
| 1Y | -19.4% | -20.5% | +1.1% | -16.0% |
| 3Y | -18.6% | -38.3% | +19.7% | -11.1% |
| 5Y | +10.2% | -32.2% | +42.4% | +17.8% |
| 10Y | -76.7% | -18.0% | -58.7% | -75.1% |
| All | -76.7% | -17.6% | -59.1% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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