-12.3%
GFS vs PEG
+38.6%
-51.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.3% | +1.6% | +3.8% |
| 7D | -3.1% | +0.9% | -4.0% | -3.4% |
| 30D | -16.0% | +3.8% | -19.8% | -17.2% |
| 3M | -24.7% | +0.1% | -24.8% | -24.8% |
| 6M | -45.1% | -1.0% | -44.1% | -45.2% |
| YTD | +16.5% | -4.1% | +20.6% | +17.3% |
| 1Y | +19.3% | -6.9% | +26.2% | +21.5% |
| 3Y | -20.0% | +35.6% | -55.6% | -30.4% |
| 5Y | -32.0% | +42.8% | -74.8% | -46.0% |
| All | -12.3% | +38.6% | -51.0% | -26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling