+3,309.4%
PEP vs GIS
+1,363.8%
+1,945.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.8% |
| 7D | +1.1% | -4.6% | +5.6% | +3.3% |
| 30D | +13.6% | +6.6% | +7.0% | +9.9% |
| 3M | +5.1% | -8.1% | +13.2% | +8.8% |
| 6M | -1.6% | +4.9% | -6.5% | -4.8% |
| YTD | +3.3% | -21.4% | +24.7% | +14.4% |
| 1Y | +3.2% | -21.6% | +24.8% | +14.4% |
| 3Y | -3.9% | -39.3% | +35.4% | +19.6% |
| 5Y | +4.0% | -33.2% | +37.2% | +22.7% |
| 10Y | +90.1% | -17.3% | +107.5% | +96.1% |
| All | +3,309.4% | +1,363.8% | +1,945.6% | +614.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling