+195.8%
GGLL vs PENG
+162.6%
+33.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.3% | -6.8% | +0.4% |
| 7D | +6.3% | -3.8% | +10.1% | +5.9% |
| 30D | -35.1% | -40.1% | +5.0% | -28.2% |
| 3M | -37.7% | -21.8% | -15.9% | -36.0% |
| 6M | -54.1% | +3.3% | -57.4% | -59.3% |
| YTD | -29.4% | +133.6% | -163.1% | -52.2% |
| 1Y | -13.4% | +110.7% | -124.1% | -39.6% |
| 3Y | +158.3% | +204.3% | -45.9% | +54.4% |
| All | +195.8% | +162.6% | +33.2% | +61.2% |
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