+302.5%
PSX vs GIS
-33.3%
+335.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.6% |
| 7D | +7.8% | -3.4% | +11.2% | +8.0% |
| 30D | -10.9% | +6.9% | -17.8% | -11.5% |
| 3M | +14.5% | -10.1% | +24.6% | +15.4% |
| 6M | +56.1% | +5.9% | +50.3% | +55.1% |
| YTD | +109.6% | -21.1% | +130.7% | +113.2% |
| 1Y | +95.5% | -22.5% | +118.0% | +99.2% |
| 3Y | +156.2% | -39.0% | +195.2% | +165.6% |
| All | +302.5% | -33.3% | +335.8% | +288.3% |
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