-12.5%
PEP vs GIS
-33.5%
+21.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.4% |
| 7D | +0.1% | -8.3% | +8.4% | +4.7% |
| 30D | +0.7% | +2.2% | -1.5% | -0.7% |
| 3M | -0.5% | +15.7% | -16.2% | -8.7% |
| 6M | -11.3% | -12.0% | +0.7% | -5.7% |
| YTD | -0.6% | -15.0% | +14.4% | +7.4% |
| 1Y | +1.7% | -20.1% | +21.8% | +13.6% |
| 3Y | -12.5% | -34.6% | +22.1% | +8.5% |
| All | -12.5% | -33.5% | +21.1% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 3y: compounded portfolio wealth divided by compounded GIS 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…
3y analysis · Full analysis span regression · 6 months rolling