+81.3%
GPC vs PENG
+689.3%
-608.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +0.9% |
| 7D | +0.4% | +13.2% | -12.8% | -0.9% |
| 30D | -6.3% | -29.9% | +23.6% | -3.9% |
| 3M | -8.2% | -22.2% | +14.1% | -7.4% |
| 6M | +27.1% | -1.9% | +29.0% | +21.3% |
| YTD | +3.1% | +142.1% | -139.0% | -13.0% |
| 1Y | +0.1% | +151.5% | -151.4% | -16.1% |
| 3Y | +0.2% | +206.9% | -206.7% | -21.7% |
| 5Y | +4.9% | +58.2% | -53.4% | -14.7% |
| All | +81.3% | +689.3% | -608.1% | +27.5% |
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 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