-33.8%
GIS vs PPL
+47.4%
-81.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +1.9% |
| 7D | -3.4% | -0.4% | -3.0% | -3.2% |
| 30D | +6.9% | +2.6% | +4.2% | +5.9% |
| 3M | -10.1% | +0.8% | -10.9% | -10.4% |
| 6M | +5.9% | +1.4% | +4.4% | +5.2% |
| YTD | -21.1% | +4.3% | -25.4% | -22.8% |
| 1Y | -22.5% | +0.8% | -23.2% | -23.1% |
| 3Y | -39.0% | +57.9% | -96.9% | -49.3% |
| All | -33.8% | +47.4% | -81.2% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling