+48.8%
PFE vs GIS
-16.9%
+65.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.5% |
| 7D | -1.7% | -3.4% | +1.6% | -0.8% |
| 30D | +0.3% | +6.9% | -6.5% | -1.6% |
| 3M | +9.4% | -10.1% | +19.5% | +12.3% |
| 6M | +14.9% | +5.9% | +9.0% | +12.1% |
| YTD | +23.8% | -21.1% | +44.9% | +31.2% |
| 1Y | +19.5% | -22.5% | +42.0% | +27.3% |
| 3Y | +21.0% | -39.0% | +60.0% | +37.4% |
| 5Y | -23.9% | -33.3% | +9.5% | -16.5% |
| All | +48.8% | -16.9% | +65.7% | +47.7% |
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