+49.4%
GH vs PEG
+41.4%
+8.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.3% |
| 7D | +0.9% | +2.3% | -1.4% | -0.2% |
| 30D | -4.5% | +6.1% | -10.6% | -7.5% |
| 3M | -6.2% | -0.5% | -5.7% | -6.3% |
| 6M | +55.0% | -3.2% | +58.1% | +56.6% |
| YTD | +51.6% | -4.4% | +56.0% | +53.6% |
| 1Y | +58.3% | -7.4% | +65.7% | +63.5% |
| 3Y | +617.6% | +33.9% | +583.7% | +481.5% |
| All | +49.4% | +41.4% | +8.0% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling