+208.8%
PM vs GIS
-19.3%
+228.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +3.2% |
| 7D | +1.9% | -8.4% | +10.3% | +5.0% |
| 30D | +1.9% | -5.2% | +7.1% | +3.6% |
| 3M | +4.6% | +8.2% | -3.6% | +1.3% |
| 6M | +11.7% | -12.0% | +23.7% | +16.0% |
| YTD | +20.4% | -18.9% | +39.2% | +28.3% |
| 1Y | +19.0% | -23.6% | +42.6% | +29.3% |
| 3Y | +130.4% | -37.6% | +168.0% | +166.3% |
| 5Y | +131.5% | -25.2% | +156.7% | +145.2% |
| All | +208.8% | -19.3% | +228.1% | +229.1% |
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