+826.4%
PM vs GIS
+138.2%
+688.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -6.6% | +1.5% | -8.1% | -7.3% |
| 30D | -3.4% | +9.2% | -12.6% | -7.3% |
| 3M | +5.3% | -5.4% | +10.7% | +7.1% |
| 6M | +15.5% | +3.4% | +12.1% | +12.4% |
| YTD | +24.3% | -20.5% | +44.7% | +35.0% |
| 1Y | +29.7% | -20.0% | +49.7% | +40.4% |
| 3Y | +144.9% | -38.6% | +183.5% | +193.3% |
| 5Y | +159.0% | -33.1% | +192.1% | +191.4% |
| 10Y | +250.9% | -16.4% | +267.3% | +238.7% |
| All | +826.4% | +138.2% | +688.3% | +419.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling