+3,159.9%
PEP vs GIS
+1,507.8%
+1,652.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.5% |
| 7D | -1.4% | -7.8% | +6.4% | +2.5% |
| 30D | +0.2% | +6.6% | -6.3% | -3.0% |
| 3M | -1.1% | +21.0% | -22.1% | -10.2% |
| 6M | -13.5% | -9.1% | -4.4% | -10.1% |
| YTD | -1.2% | -13.6% | +12.4% | +5.0% |
| 1Y | -1.6% | -18.0% | +16.5% | +7.1% |
| 3Y | -12.5% | -33.7% | +21.1% | +4.7% |
| 5Y | +3.0% | -19.4% | +22.5% | +11.5% |
| 10Y | +73.9% | -21.3% | +95.2% | +84.2% |
| All | +3,159.9% | +1,507.8% | +1,652.1% | +555.9% |
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