+315.4%
GFI vs PENG
+113.5%
+201.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.0% | -2.1% |
| 7D | +3.1% | +4.5% | -1.4% | +2.8% |
| 30D | +27.1% | -7.1% | +34.2% | +27.6% |
| 3M | +21.2% | -27.3% | +48.4% | +22.6% |
| 6M | -4.5% | +169.6% | -174.1% | -13.4% |
| YTD | +11.7% | +164.6% | -152.9% | +1.4% |
| 1Y | +46.0% | +109.5% | -63.4% | +33.3% |
| All | +315.4% | +113.5% | +201.8% | +269.3% |
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