+83.3%
GPC vs PENG
+644.0%
-560.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | +0.4% | -16.1% | +16.4% | +1.6% |
| 30D | -1.8% | -41.5% | +39.7% | +2.5% |
| 3M | -6.6% | -19.1% | +12.5% | -6.2% |
| 6M | +21.3% | +0.9% | +20.4% | +15.2% |
| YTD | +4.3% | +128.2% | -123.9% | -11.5% |
| 1Y | +3.3% | +98.6% | -95.3% | -11.0% |
| 3Y | +0.8% | +188.2% | -187.4% | -20.7% |
| 5Y | +7.4% | +55.5% | -48.1% | -12.6% |
| All | +83.3% | +644.0% | -560.7% | +29.7% |
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