-16.4%
PINS vs GIS
-2.5%
-13.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.1% |
| 7D | -12.0% | -7.8% | -4.2% | -12.0% |
| 30D | -12.7% | +6.6% | -19.2% | -12.6% |
| 3M | -5.5% | +21.0% | -26.5% | -5.2% |
| 6M | +5.3% | -9.1% | +14.3% | +4.7% |
| YTD | -21.2% | -13.6% | -7.6% | -21.7% |
| 1Y | -45.0% | -18.0% | -27.0% | -45.5% |
| 3Y | -26.2% | -33.7% | +7.4% | -27.1% |
| 5Y | -64.0% | -19.4% | -44.5% | -65.9% |
| All | -16.4% | -2.5% | -13.9% | -22.3% |
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