+17.2%
GFS vs PEG
-7.1%
+24.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.3% |
| 7D | -5.3% | +2.6% | -7.9% | -5.5% |
| 30D | -15.8% | +3.3% | -19.1% | -16.0% |
| 3M | -18.6% | +1.1% | -19.7% | -18.6% |
| 6M | -45.0% | -1.4% | -43.5% | -45.3% |
| YTD | +16.8% | -4.6% | +21.4% | +16.4% |
| All | +17.2% | -7.1% | +24.3% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling