-17.4%
GIS vs PEG
-6.2%
-11.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +5.0% |
| 7D | +8.5% | +1.0% | +7.4% | +8.2% |
| 30D | +15.3% | +6.6% | +8.7% | +13.3% |
| 3M | +0.9% | -3.1% | +4.1% | +1.6% |
| 6M | +7.9% | -7.4% | +15.3% | +10.1% |
| YTD | -17.6% | -6.4% | -11.1% | -16.7% |
| 1Y | -17.4% | -7.4% | -9.9% | -16.5% |
| All | -17.4% | -6.2% | -11.2% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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