+89.8%
PCG vs GIS
+1,392.5%
-1,302.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.8% |
| 7D | -1.1% | +0.4% | -1.4% | -1.2% |
| 30D | +0.1% | +10.1% | -10.0% | -3.0% |
| 3M | -24.4% | -3.7% | -20.8% | -24.1% |
| 6M | -17.7% | +4.3% | -21.9% | -19.6% |
| YTD | -17.4% | -19.8% | +2.4% | -12.9% |
| 1Y | -19.4% | -20.5% | +1.1% | -14.8% |
| 3Y | -18.6% | -38.3% | +19.7% | -8.1% |
| 5Y | +10.2% | -32.2% | +42.4% | +19.6% |
| 10Y | -76.7% | -18.0% | -58.7% | -76.8% |
| All | +89.8% | +1,392.5% | -1,302.7% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling