+105.7%
PCG vs GIS
+1,507.8%
-1,402.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +3.2% |
| 7D | -13.9% | -7.8% | -6.0% | -11.8% |
| 30D | -16.9% | +6.6% | -23.4% | -18.6% |
| 3M | -14.7% | +21.0% | -35.7% | -19.9% |
| 6M | -23.8% | -9.1% | -14.8% | -22.2% |
| YTD | -10.5% | -13.6% | +3.1% | -7.3% |
| 1Y | -5.1% | -18.0% | +12.9% | -0.3% |
| 3Y | -11.6% | -33.7% | +22.1% | -2.0% |
| 5Y | +59.0% | -19.4% | +78.4% | +64.4% |
| 10Y | -75.7% | -21.3% | -54.5% | -75.4% |
| All | +105.7% | +1,507.8% | -1,402.1% | -13.2% |
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