-17.4%
GIS vs PPL
+1.2%
-18.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.1% | -2.5% |
| 7D | +3.6% | +0.4% | +3.1% | +3.5% |
| 30D | +13.9% | +5.4% | +8.4% | +12.6% |
| 3M | +0.3% | +4.3% | -3.9% | -0.6% |
| 6M | +5.0% | -1.3% | +6.3% | +4.9% |
| YTD | -18.4% | +4.7% | -23.1% | -19.2% |
| 1Y | -17.4% | +1.3% | -18.7% | -18.6% |
| All | -17.4% | +1.2% | -18.6% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling