+3,280.0%
PFE vs GIS
+1,507.8%
+1,772.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.2% | -0.3% |
| 7D | +1.8% | -7.8% | +9.6% | +5.0% |
| 30D | +10.2% | +6.6% | +3.7% | +7.3% |
| 3M | +12.7% | +21.0% | -8.3% | +3.8% |
| 6M | +10.5% | -9.1% | +19.6% | +13.6% |
| YTD | +20.2% | -13.6% | +33.8% | +25.7% |
| 1Y | +24.1% | -18.0% | +42.1% | +32.2% |
| 3Y | -3.6% | -33.7% | +30.1% | +10.6% |
| 5Y | -20.9% | -19.4% | -1.4% | -17.5% |
| 10Y | +35.8% | -21.3% | +57.1% | +37.3% |
| All | +3,280.0% | +1,507.8% | +1,772.1% | +716.3% |
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