-12.2%
GGLL vs PENG
+120.5%
-132.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -9.1% | +15.6% | +7.7% |
| 7D | -23.1% | -20.5% | -2.6% | -20.9% |
| 30D | -32.9% | -20.4% | -12.5% | -31.1% |
| 3M | -44.9% | -16.4% | -28.5% | -43.9% |
| 6M | -49.5% | +49.2% | -98.8% | -59.3% |
| YTD | -28.9% | +147.2% | -176.1% | -52.8% |
| 1Y | -12.2% | +124.7% | -136.9% | -39.4% |
| All | -12.2% | +120.5% | -132.7% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling