-11.0%
GIS vs PENG
+661.7%
-672.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +9.3% | -11.0% | -1.5% |
| 7D | +0.4% | -3.8% | +4.2% | +0.5% |
| 30D | +10.1% | -40.1% | +50.2% | +9.2% |
| 3M | -3.7% | -21.8% | +18.1% | -3.8% |
| 6M | +4.3% | +3.3% | +0.9% | +4.4% |
| YTD | -19.8% | +133.6% | -153.5% | -19.5% |
| 1Y | -20.5% | +110.7% | -131.2% | -20.1% |
| 3Y | -38.3% | +204.3% | -242.6% | -38.3% |
| 5Y | -32.2% | +54.4% | -86.5% | -31.9% |
| All | -11.0% | +661.7% | -672.7% | -14.3% |
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