+25.3%
GPN vs PEG
+148.0%
-122.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -4.6% | -0.9% | -3.7% | -4.1% |
| 30D | -0.3% | -3.7% | +3.4% | +1.7% |
| 3M | +35.4% | -7.3% | +42.7% | +40.7% |
| 6M | +21.7% | -10.5% | +32.1% | +28.2% |
| YTD | +14.9% | -7.5% | +22.4% | +17.8% |
| 1Y | +3.2% | -8.7% | +11.9% | +6.3% |
| 3Y | -27.1% | +31.4% | -58.5% | -41.8% |
| 5Y | -44.4% | +37.8% | -82.1% | -57.4% |
| All | +25.3% | +148.0% | -122.7% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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