+1,112.1%
PSX vs GIS
+65.2%
+1,046.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +0.7% |
| 7D | +4.5% | -7.8% | +12.4% | +6.5% |
| 30D | +26.6% | +6.6% | +20.0% | +24.7% |
| 3M | +39.3% | +21.0% | +18.3% | +32.8% |
| 6M | +56.8% | -9.1% | +65.9% | +59.5% |
| YTD | +101.8% | -13.6% | +115.4% | +107.5% |
| 1Y | +99.6% | -18.0% | +117.6% | +107.4% |
| 3Y | +140.3% | -33.7% | +174.0% | +160.8% |
| 5Y | +339.3% | -19.4% | +358.8% | +338.0% |
| 10Y | +369.9% | -21.3% | +391.1% | +376.2% |
| All | +1,112.1% | +65.2% | +1,046.9% | +565.6% |
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