+2.3%
GPN vs PENG
+755.0%
-752.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.2% |
| 7D | -0.7% | +7.8% | -8.5% | -1.9% |
| 30D | +3.8% | -12.2% | +16.0% | +5.6% |
| 3M | +39.2% | -20.6% | +59.8% | +39.4% |
| 6M | +17.9% | +180.9% | -163.1% | -8.8% |
| YTD | +16.4% | +162.3% | -145.9% | -9.3% |
| 1Y | +3.6% | +107.3% | -103.6% | -16.3% |
| 3Y | -26.7% | +110.8% | -137.4% | -45.7% |
| 5Y | -44.8% | +117.8% | -162.6% | -60.9% |
| All | +2.3% | +755.0% | -752.7% | -39.9% |
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 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