+46.0%
GFI vs PENG
+118.5%
-72.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.0% | -2.5% |
| 7D | +3.1% | +4.5% | -1.4% | +2.5% |
| 30D | +27.1% | -7.1% | +34.2% | +27.9% |
| 3M | +21.2% | -27.3% | +48.4% | +24.1% |
| 6M | -4.5% | +169.6% | -174.1% | -32.7% |
| YTD | +11.7% | +164.6% | -152.9% | -21.2% |
| 1Y | +46.0% | +109.5% | -63.4% | +3.1% |
| All | +46.0% | +118.5% | -72.4% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling