+1,432.8%
GFI vs PENG
+751.0%
+681.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.3% |
| 7D | +4.7% | +7.3% | -2.6% | +3.9% |
| 30D | +14.4% | -7.5% | +21.9% | +15.1% |
| 3M | +32.5% | -17.2% | +49.7% | +32.9% |
| 6M | -7.2% | +176.7% | -183.9% | -18.9% |
| YTD | +10.9% | +161.0% | -150.2% | -2.7% |
| 1Y | +35.5% | +108.8% | -73.4% | +21.2% |
| 3Y | +312.1% | +109.8% | +202.3% | +251.2% |
| 5Y | +524.6% | +111.7% | +412.8% | +413.5% |
| All | +1,432.8% | +751.0% | +681.8% | +847.1% |
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 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