+371.1%
PSX vs GIS
-22.7%
+393.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | +1.8% | -8.6% | +10.4% | +2.7% |
| 30D | +21.6% | -0.5% | +22.1% | +21.7% |
| 3M | +46.5% | +11.9% | +34.6% | +44.7% |
| 6M | +62.0% | -11.6% | +73.6% | +63.6% |
| YTD | +106.3% | -16.3% | +122.6% | +109.5% |
| 1Y | +103.0% | -21.8% | +124.7% | +107.4% |
| 3Y | +135.5% | -35.7% | +171.2% | +144.7% |
| All | +371.1% | -22.7% | +393.7% | +329.1% |
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