+124.3%
PM vs GIS
-33.5%
+157.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.6% |
| 7D | -1.3% | -8.3% | +7.0% | +1.0% |
| 30D | -2.6% | +2.2% | -4.7% | -3.2% |
| 3M | +5.8% | +15.7% | -9.9% | +1.7% |
| 6M | +10.6% | -12.0% | +22.5% | +13.9% |
| YTD | +17.2% | -15.0% | +32.1% | +21.6% |
| 1Y | +17.6% | -20.1% | +37.8% | +23.9% |
| 3Y | +124.3% | -34.6% | +158.9% | +153.3% |
| All | +124.3% | -33.5% | +157.8% | +153.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling