-20.1%
GGLL vs PENG
+73.0%
-93.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -23.0% | +18.5% | -1.5% |
| 7D | -1.3% | -36.7% | +35.4% | +4.1% |
| 30D | -36.3% | -42.0% | +5.8% | -32.1% |
| 3M | -42.7% | -33.2% | -9.5% | -40.1% |
| 6M | -53.1% | +2.1% | -55.2% | -59.2% |
| YTD | -32.1% | +90.3% | -122.4% | -53.1% |
| 1Y | -20.1% | +67.7% | -87.7% | -42.1% |
| All | -20.1% | +73.0% | -93.0% | -42.1% |
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 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