+1,401.2%
GIS vs PPL
+2,158.2%
-757.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.4% |
| 3M | +0.3% | +4.3% | -3.9% | -0.8% |
| 6M | +5.0% | -1.3% | +6.3% | +5.3% |
| YTD | -18.4% | +4.7% | -23.1% | -19.5% |
| 1Y | -17.4% | +1.3% | -18.7% | -18.0% |
| 3Y | -36.9% | +57.2% | -94.1% | -44.1% |
| 5Y | -30.4% | +48.2% | -78.6% | -37.7% |
| 10Y | -13.6% | +62.7% | -76.4% | -26.6% |
| All | +1,401.2% | +2,158.2% | -757.0% | +439.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling