+244.6%
GGLL vs PENG
+101.4%
+143.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.4% | -8.8% | -3.6% |
| 7D | -4.8% | +4.5% | -9.3% | -5.7% |
| 30D | -13.7% | -7.1% | -6.6% | -12.9% |
| 3M | -21.9% | -27.3% | +5.4% | -19.4% |
| 6M | +11.7% | +169.6% | -157.9% | -21.7% |
| YTD | +2.3% | +164.6% | -162.3% | -28.6% |
| 1Y | +76.2% | +109.5% | -33.3% | +30.0% |
| All | +244.6% | +101.4% | +143.2% | +138.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling