-26.9%
PINS vs GIS
-33.5%
+6.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.3% |
| 7D | -5.2% | -8.3% | +3.1% | -5.6% |
| 30D | -14.9% | +2.2% | -17.1% | -14.7% |
| 3M | -8.4% | +15.7% | -24.1% | -6.6% |
| 6M | +0.6% | -12.0% | +12.6% | -2.6% |
| YTD | -22.2% | -15.0% | -7.2% | -25.0% |
| 1Y | -46.9% | -20.1% | -26.8% | -49.4% |
| 3Y | -26.9% | -34.6% | +7.7% | -32.0% |
| All | -26.9% | -33.5% | +6.6% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling