+2.0%
GPC vs PENG
+118.5%
-116.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.3% | +1.2% |
| 7D | +1.2% | +4.5% | -3.3% | +1.2% |
| 30D | +6.0% | -7.1% | +13.1% | +5.9% |
| 3M | +42.6% | -27.3% | +69.9% | +42.9% |
| 6M | +22.8% | +169.6% | -146.8% | +7.4% |
| YTD | +15.5% | +164.6% | -149.2% | +0.9% |
| 1Y | +2.0% | +109.5% | -107.4% | -8.9% |
| All | +2.0% | +118.5% | -116.4% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling