-25.2%
GIS vs PEG
+35.4%
-60.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.9% | -3.0% |
| 7D | -8.4% | -0.9% | -7.5% | -8.2% |
| 30D | -5.2% | -2.8% | -2.4% | -4.5% |
| 3M | +8.2% | -6.9% | +15.1% | +10.3% |
| 6M | -12.0% | -11.4% | -0.6% | -9.2% |
| YTD | -18.9% | -7.4% | -11.5% | -17.3% |
| 1Y | -23.6% | -8.3% | -15.4% | -22.1% |
| 3Y | -37.6% | +31.5% | -69.2% | -45.2% |
| 5Y | -25.2% | +38.0% | -63.1% | -35.3% |
| All | -25.2% | +35.4% | -60.6% | -35.3% |
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