+388.8%
GH vs PEG
+82.4%
+306.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.5% | -0.9% | -1.6% | -2.1% |
| 30D | -4.7% | -3.7% | -1.0% | -3.0% |
| 3M | +20.2% | -7.3% | +27.5% | +24.2% |
| 6M | +78.8% | -10.5% | +89.3% | +87.7% |
| YTD | +54.1% | -7.5% | +61.6% | +58.9% |
| 1Y | +177.1% | -8.7% | +185.8% | +187.3% |
| 3Y | +371.6% | +31.4% | +340.3% | +308.8% |
| 5Y | +21.9% | +37.8% | -15.9% | +2.9% |
| All | +388.8% | +82.4% | +306.3% | +282.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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