-4.2%
PCG vs GIS
-21.4%
+17.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -3.9% |
| 7D | +6.5% | -8.6% | +15.1% | +8.4% |
| 30D | -16.7% | -0.5% | -16.3% | -17.0% |
| 3M | -14.2% | +11.9% | -26.1% | -17.3% |
| 6M | -21.5% | -11.6% | -9.9% | -18.8% |
| YTD | -11.2% | -16.3% | +5.1% | -7.1% |
| 1Y | -4.2% | -21.8% | +17.5% | +1.3% |
| All | -4.2% | -21.4% | +17.2% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling