-5.6%
GIS vs PENG
+755.0%
-760.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.6% |
| 7D | -8.3% | +7.8% | -16.1% | -8.1% |
| 30D | +2.2% | -12.2% | +14.4% | +2.0% |
| 3M | +15.7% | -20.6% | +36.3% | +15.6% |
| 6M | -12.0% | +180.9% | -192.9% | -11.6% |
| YTD | -15.0% | +162.3% | -177.2% | -14.6% |
| 1Y | -20.1% | +107.3% | -127.4% | -19.8% |
| 3Y | -34.6% | +110.8% | -145.4% | -34.4% |
| 5Y | -22.8% | +117.8% | -140.7% | -23.0% |
| All | -5.6% | +755.0% | -760.6% | -9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling