-21.1%
GIS vs PEG
+148.0%
-169.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -6.4% | -0.9% | -5.5% | -6.1% |
| 30D | -6.1% | -3.7% | -2.4% | -5.1% |
| 3M | +7.8% | -7.3% | +15.1% | +10.3% |
| 6M | -8.8% | -10.5% | +1.7% | -5.8% |
| YTD | -19.1% | -7.5% | -11.6% | -17.4% |
| 1Y | -24.8% | -8.7% | -16.0% | -23.0% |
| 3Y | -37.6% | +31.4% | -68.9% | -44.2% |
| 5Y | -25.4% | +37.8% | -63.2% | -34.9% |
| All | -21.1% | +148.0% | -169.1% | -45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling