Thanks for bringing this to our attention! I did a couple exports of my own and mirrored the experience you described. I can confirm that the performance summary comparison is using GMT as its timezone.
I'm going to be checking with my team on the status of this for any updates on a possible fix to that behavior.
Following up on this: Digging a bit deeper I found that this is behavior that we are aware of but do not have an ETA on when an adjustment would be made to the feature. We are tracking the reports of this so I'll make sure to include you as an account that would want to see that timezone reflect whatever is set in your account settings.