-7.3%
GFS vs PEG
+37.3%
-44.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.7% |
| 7D | +6.2% | +1.5% | +4.8% | +5.7% |
| 30D | -11.4% | +5.0% | -16.3% | -12.9% |
| 3M | -15.5% | -0.3% | -15.1% | -15.5% |
| 6M | -42.6% | -2.7% | -40.0% | -42.4% |
| YTD | +23.2% | -5.1% | +28.3% | +24.5% |
| 1Y | +23.6% | -8.3% | +31.8% | +26.4% |
| 3Y | -17.2% | +33.0% | -50.3% | -27.5% |
| 5Y | -23.4% | +41.3% | -64.7% | -38.9% |
| All | -7.3% | +37.3% | -44.6% | -22.0% |
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