+188.6%
GGLL vs PENG
+140.4%
+48.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.4% | -11.0% | -1.4% |
| 7D | +3.1% | -19.4% | +22.5% | +6.9% |
| 30D | -36.3% | -42.4% | +6.1% | -28.9% |
| 3M | -40.4% | -25.6% | -14.7% | -38.0% |
| 6M | -54.6% | +7.3% | -61.9% | -60.5% |
| YTD | -31.1% | +113.9% | -145.0% | -52.3% |
| 1Y | -19.2% | +93.6% | -112.8% | -42.5% |
| 3Y | +151.5% | +170.2% | -18.7% | +54.7% |
| All | +188.6% | +140.4% | +48.2% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling