+133.8%
PSX vs GIS
-34.3%
+168.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.8% |
| 7D | +2.8% | -8.3% | +11.1% | +4.0% |
| 30D | +27.8% | +2.2% | +25.6% | +27.3% |
| 3M | +42.0% | +15.7% | +26.3% | +39.1% |
| 6M | +58.1% | -12.0% | +70.1% | +60.7% |
| YTD | +105.0% | -15.0% | +120.0% | +109.3% |
| 1Y | +104.9% | -20.1% | +125.0% | +111.1% |
| All | +133.8% | -34.3% | +168.1% | +147.5% |
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