+1,444.9%
GFI vs PENG
+762.7%
+682.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.0% | -2.2% |
| 7D | +3.1% | +4.5% | -1.4% | +2.6% |
| 30D | +27.1% | -7.1% | +34.2% | +27.8% |
| 3M | +21.2% | -27.3% | +48.4% | +23.1% |
| 6M | -4.5% | +169.6% | -174.1% | -16.3% |
| YTD | +11.7% | +164.6% | -152.9% | -2.0% |
| 1Y | +46.0% | +109.5% | -63.4% | +30.6% |
| 3Y | +309.6% | +98.9% | +210.6% | +251.3% |
| 5Y | +506.0% | +116.3% | +389.8% | +396.9% |
| All | +1,444.9% | +762.7% | +682.2% | +853.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling