+96.9%
PSX vs GIS
-17.8%
+114.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.2% | -9.7% | -4.7% |
| 7D | -5.2% | +8.5% | -13.6% | -5.6% |
| 30D | -3.7% | +15.3% | -19.1% | -4.7% |
| 3M | +26.8% | +0.9% | +25.8% | +27.2% |
| 6M | +47.3% | +7.9% | +39.4% | +46.4% |
| YTD | +105.4% | -17.6% | +123.0% | +110.2% |
| 1Y | +96.9% | -17.4% | +114.3% | +100.8% |
| All | +96.9% | -17.8% | +114.7% | +100.8% |
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