-33.8%
GIS vs PENG
+56.5%
-90.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.5% | +7.9% | +2.0% |
| 7D | -3.4% | +13.2% | -16.6% | -2.4% |
| 30D | +6.9% | -29.9% | +36.8% | +5.4% |
| 3M | -10.1% | -22.2% | +12.1% | -10.5% |
| 6M | +5.9% | -1.9% | +7.7% | +7.3% |
| YTD | -21.1% | +142.1% | -163.2% | -17.2% |
| 1Y | -22.5% | +151.5% | -174.0% | -18.5% |
| 3Y | -39.0% | +206.9% | -245.9% | -34.8% |
| All | -33.8% | +56.5% | -90.4% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling