-19.2%
GGLL vs PENG
+88.9%
-108.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.4% | -11.0% | -0.2% |
| 7D | +3.1% | -19.4% | +22.5% | +5.3% |
| 30D | -36.3% | -42.4% | +6.1% | -32.3% |
| 3M | -40.4% | -25.6% | -14.7% | -38.6% |
| 6M | -54.6% | +7.3% | -61.9% | -60.4% |
| YTD | -31.1% | +113.9% | -145.0% | -53.3% |
| 1Y | -19.2% | +93.6% | -112.8% | -43.1% |
| All | -19.2% | +88.9% | -108.1% | -43.1% |
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