+159.0%
PM vs GIS
-32.9%
+192.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -6.6% | +1.5% | -8.1% | -7.1% |
| 30D | -3.4% | +9.2% | -12.6% | -6.0% |
| 3M | +5.3% | -5.4% | +10.7% | +6.6% |
| 6M | +15.5% | +3.4% | +12.1% | +13.6% |
| YTD | +24.3% | -20.5% | +44.7% | +31.5% |
| 1Y | +29.7% | -20.0% | +49.7% | +37.0% |
| 3Y | +144.9% | -38.6% | +183.5% | +178.3% |
| 5Y | +159.0% | -33.1% | +192.1% | +171.6% |
| All | +159.0% | -32.9% | +192.0% | +171.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling