-36.9%
GIS vs PENG
+184.4%
-221.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.4% | -15.0% | -1.6% |
| 7D | +3.6% | -19.4% | +23.0% | +2.3% |
| 30D | +13.9% | -42.4% | +56.3% | +10.2% |
| 3M | +0.3% | -25.6% | +26.0% | -0.8% |
| 6M | +5.0% | +7.3% | -2.3% | +6.0% |
| YTD | -18.4% | +113.9% | -132.2% | -15.1% |
| 1Y | -17.4% | +93.6% | -111.0% | -14.4% |
| 3Y | -36.9% | +170.2% | -207.1% | -31.5% |
| All | -36.9% | +184.4% | -221.3% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling