+228.8%
GFI vs PENG
+191.8%
+37.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.3% | -4.7% | -6.8% |
| 7D | +10.4% | -16.1% | +26.5% | +11.8% |
| 30D | +3.6% | -41.5% | +45.1% | +8.7% |
| 3M | -5.1% | -19.1% | +14.0% | -4.5% |
| 6M | -13.0% | +0.9% | -14.0% | -16.9% |
| YTD | -8.0% | +128.2% | -136.3% | -21.3% |
| 1Y | -5.0% | +98.6% | -103.6% | -17.9% |
| 3Y | +228.8% | +188.2% | +40.6% | +171.6% |
| All | +228.8% | +191.8% | +37.0% | +171.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling