-12.1%
GFI vs PENG
+136.5%
-148.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.7% | -6.5% | -4.9% |
| 7D | -5.4% | +34.6% | -40.0% | -8.8% |
| 30D | -1.5% | -35.9% | +34.4% | +3.5% |
| 3M | -10.2% | -14.7% | +4.5% | -10.3% |
| 6M | -19.3% | +13.5% | -32.8% | -28.8% |
| YTD | -13.7% | +156.1% | -169.9% | -42.8% |
| 1Y | -12.1% | +141.3% | -153.5% | -40.6% |
| All | -12.1% | +136.5% | -148.7% | -40.6% |
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