+267.6%
PM vs GIS
-17.2%
+284.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | -7.1% | -4.6% | -2.5% | -5.6% |
| 30D | -2.8% | +6.6% | -9.4% | -5.1% |
| 3M | +6.3% | -8.1% | +14.4% | +8.9% |
| 6M | +9.6% | +4.9% | +4.7% | +6.9% |
| YTD | +25.6% | -21.4% | +47.0% | +34.8% |
| 1Y | +29.7% | -21.6% | +51.3% | +39.2% |
| 3Y | +147.6% | -39.3% | +186.9% | +187.6% |
| 5Y | +160.1% | -33.2% | +193.3% | +186.6% |
| All | +267.6% | -17.2% | +284.8% | +260.6% |
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