-18.0%
GIS vs PPL
+62.1%
-80.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +0.4% | -1.2% | +1.6% | +0.8% |
| 30D | +10.1% | +4.2% | +5.8% | +8.7% |
| 3M | -3.7% | +1.5% | -5.2% | -4.1% |
| 6M | +4.3% | +1.0% | +3.2% | +3.8% |
| YTD | -19.8% | +4.4% | -24.2% | -21.2% |
| 1Y | -20.5% | +0.8% | -21.2% | -21.0% |
| 3Y | -38.3% | +56.5% | -94.8% | -46.9% |
| 5Y | -32.2% | +47.7% | -79.8% | -41.0% |
| 10Y | -18.0% | +64.4% | -82.4% | -35.3% |
| All | -18.0% | +62.1% | -80.1% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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