+14.7%
GTLB vs PENG
+118.5%
-103.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.4% | +0.9% |
| 7D | +11.1% | +4.5% | +6.5% | +10.9% |
| 30D | +37.8% | -7.1% | +44.9% | +37.9% |
| 3M | +61.6% | -27.3% | +88.8% | +62.9% |
| 6M | +98.9% | +169.6% | -70.7% | +62.7% |
| YTD | +32.8% | +164.6% | -131.8% | +8.3% |
| 1Y | +14.7% | +109.5% | -94.8% | -5.0% |
| All | +14.7% | +118.5% | -103.8% | -5.0% |
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