+116.1%
PG vs GIS
-19.5%
+135.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -0.8% | -6.4% | +5.6% | +2.0% |
| 30D | +0.8% | -6.1% | +6.9% | +3.4% |
| 3M | -1.3% | +7.8% | -9.2% | -5.3% |
| 6M | -3.8% | -8.8% | +5.0% | -0.7% |
| YTD | +3.6% | -19.1% | +22.7% | +12.3% |
| 1Y | -5.7% | -24.8% | +19.0% | +5.4% |
| 3Y | +1.6% | -37.6% | +39.1% | +22.1% |
| 5Y | +14.6% | -25.4% | +40.0% | +25.7% |
| All | +116.1% | -19.5% | +135.7% | +122.7% |
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