+3,908.7%
PG vs GIS
+1,410.0%
+2,498.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.3% | +1.6% |
| 7D | -2.7% | -8.4% | +5.7% | +1.1% |
| 30D | -1.5% | -5.2% | +3.7% | +0.6% |
| 3M | -3.4% | +8.2% | -11.5% | -7.4% |
| 6M | -7.0% | -12.0% | +5.0% | -2.4% |
| YTD | +2.0% | -18.9% | +20.9% | +10.5% |
| 1Y | -6.5% | -23.6% | +17.2% | +3.9% |
| 3Y | +1.2% | -37.6% | +38.8% | +21.6% |
| 5Y | +12.8% | -25.2% | +38.0% | +23.9% |
| 10Y | +117.7% | -19.3% | +137.0% | +124.3% |
| All | +3,908.7% | +1,410.0% | +2,498.7% | +890.4% |
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