+3,372.6%
PFE vs GIS
+1,392.5%
+1,980.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.1% |
| 7D | -4.7% | +0.4% | -5.1% | -4.9% |
| 30D | +3.4% | +10.1% | -6.7% | -0.6% |
| 3M | +9.2% | -3.7% | +12.9% | +10.2% |
| 6M | +15.8% | +4.3% | +11.6% | +12.6% |
| YTD | +23.4% | -19.8% | +43.3% | +32.4% |
| 1Y | +25.8% | -20.5% | +46.3% | +35.2% |
| 3Y | +17.8% | -38.3% | +56.2% | +38.7% |
| 5Y | -20.2% | -32.2% | +12.0% | -11.1% |
| 10Y | +49.6% | -18.0% | +67.6% | +47.5% |
| All | +3,372.6% | +1,392.5% | +1,980.1% | +759.8% |
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