+32.8%
PM vs GIS
-21.2%
+54.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.6% |
| 7D | +0.5% | -3.4% | +3.9% | +1.4% |
| 30D | -3.2% | +6.9% | -10.1% | -5.1% |
| 3M | +6.2% | -10.1% | +16.3% | +8.8% |
| 6M | +7.7% | +5.9% | +1.8% | +5.5% |
| YTD | +27.3% | -21.1% | +48.4% | +34.9% |
| 1Y | +32.8% | -22.5% | +55.3% | +41.4% |
| All | +32.8% | -21.2% | +54.0% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling