+272.5%
PM vs GIS
-16.9%
+289.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.4% |
| 7D | +0.5% | -3.4% | +3.9% | +1.7% |
| 30D | -3.2% | +6.9% | -10.1% | -5.6% |
| 3M | +6.2% | -10.1% | +16.3% | +9.6% |
| 6M | +7.7% | +5.9% | +1.8% | +4.7% |
| YTD | +27.3% | -21.1% | +48.4% | +36.4% |
| 1Y | +32.8% | -22.5% | +55.3% | +43.1% |
| 3Y | +150.0% | -39.0% | +189.0% | +189.9% |
| 5Y | +164.2% | -33.3% | +197.6% | +191.4% |
| All | +272.5% | -16.9% | +289.4% | +264.9% |
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