+35.5%
GFI vs PENG
+106.3%
-70.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.3% |
| 7D | +4.7% | +7.3% | -2.6% | +3.6% |
| 30D | +14.4% | -7.5% | +21.9% | +15.2% |
| 3M | +32.5% | -17.2% | +49.7% | +31.8% |
| 6M | -7.2% | +176.7% | -183.9% | -35.4% |
| YTD | +10.9% | +161.0% | -150.2% | -21.8% |
| 1Y | +35.5% | +108.8% | -73.4% | -5.2% |
| All | +35.5% | +106.3% | -70.8% | -5.2% |
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 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