-2.7%
GFS vs PEG
+35.9%
-38.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +2.6% | +1.0% | +1.6% | +2.3% |
| 30D | -16.4% | -1.9% | -14.5% | -15.8% |
| 3M | -41.6% | -3.7% | -37.9% | -41.0% |
| 6M | -3.7% | -9.4% | +5.8% | -0.7% |
| YTD | +29.3% | -6.0% | +35.3% | +31.3% |
| 1Y | +37.1% | -4.4% | +41.5% | +38.2% |
| 3Y | -22.1% | +33.5% | -55.7% | -31.9% |
| All | -2.7% | +35.9% | -38.6% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PEG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling