-2.4%
GFS vs PEG
+34.9%
-37.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.6% |
| 7D | +1.0% | +0.7% | +0.3% | +0.8% |
| 30D | -8.6% | -2.4% | -6.2% | -7.8% |
| 3M | -46.5% | -4.8% | -41.8% | -45.9% |
| 6M | -4.8% | -10.7% | +5.9% | -1.4% |
| YTD | +29.7% | -6.7% | +36.3% | +32.0% |
| 1Y | +35.8% | -6.8% | +42.7% | +38.2% |
| 3Y | -18.3% | +34.5% | -52.8% | -28.8% |
| All | -2.4% | +34.9% | -37.4% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling