+20.3%
PFE vs GIS
-21.4%
+41.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | -4.3% | -8.6% | +4.3% | -2.5% |
| 30D | +2.7% | -0.5% | +3.2% | +2.6% |
| 3M | +10.0% | +11.9% | -1.9% | +7.1% |
| 6M | +7.2% | -11.6% | +18.8% | +10.9% |
| YTD | +17.3% | -16.3% | +33.6% | +23.2% |
| 1Y | +20.3% | -21.8% | +42.1% | +30.9% |
| All | +20.3% | -21.4% | +41.7% | +30.9% |
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