-33.8%
GIS vs PEG
+43.5%
-77.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +2.0% |
| 7D | -3.4% | +4.5% | -7.9% | -4.6% |
| 30D | +6.9% | +7.5% | -0.7% | +4.8% |
| 3M | -10.1% | +0.8% | -11.0% | -10.4% |
| 6M | +5.9% | 0.0% | +5.8% | +5.7% |
| YTD | -21.1% | -3.0% | -18.1% | -20.7% |
| 1Y | -22.5% | -4.7% | -17.7% | -21.7% |
| 3Y | -39.0% | +36.5% | -75.5% | -47.0% |
| All | -33.8% | +43.5% | -77.3% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling