+1,092.0%
GFI vs PENG
+689.3%
+402.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +0.5% |
| 7D | -8.7% | +13.2% | -21.9% | -9.9% |
| 30D | +0.6% | -29.9% | +30.5% | +3.4% |
| 3M | -7.5% | -22.2% | +14.7% | -6.5% |
| 6M | -18.3% | -1.9% | -16.4% | -21.0% |
| YTD | -13.8% | +142.1% | -155.9% | -24.7% |
| 1Y | -8.8% | +151.5% | -160.4% | -20.8% |
| 3Y | +215.8% | +206.9% | +8.9% | +160.6% |
| 5Y | +301.2% | +58.2% | +243.0% | +237.3% |
| All | +1,092.0% | +689.3% | +402.6% | +632.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling