-10.3%
GFS vs PENG
+84.1%
-94.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.8% | -0.6% |
| 7D | +7.4% | +13.2% | -5.8% | +2.1% |
| 30D | -15.3% | -29.9% | +14.7% | -4.4% |
| 3M | -21.1% | -22.2% | +1.1% | -16.5% |
| 6M | -44.5% | -1.9% | -42.6% | -48.2% |
| YTD | +19.2% | +142.1% | -122.9% | -23.6% |
| 1Y | +27.2% | +151.5% | -124.3% | -19.8% |
| 3Y | -20.1% | +206.9% | -227.1% | -58.7% |
| 5Y | -25.6% | +58.2% | -83.8% | -53.4% |
| All | -10.3% | +84.1% | -94.3% | -47.1% |
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