-16.4%
GFS vs PENG
+62.6%
-79.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +12.4% | -6.2% | +1.4% |
| 7D | -7.8% | -19.4% | +11.6% | -1.0% |
| 30D | -19.7% | -42.4% | +22.7% | -2.9% |
| 3M | -23.1% | -25.6% | +2.5% | -17.0% |
| 6M | -46.4% | +7.3% | -53.7% | -51.7% |
| YTD | +11.0% | +113.9% | -102.8% | -25.2% |
| 1Y | +12.6% | +93.6% | -80.9% | -21.4% |
| 3Y | -24.9% | +170.2% | -195.2% | -59.2% |
| 5Y | -39.1% | +44.2% | -83.3% | -60.6% |
| All | -16.4% | +62.6% | -79.0% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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