+5.6%
GTLB vs PENG
+88.9%
-83.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.4% | -14.2% | -2.3% |
| 7D | -11.1% | -19.4% | +8.4% | -10.5% |
| 30D | -7.5% | -42.4% | +34.9% | -6.7% |
| 3M | +34.8% | -25.6% | +60.4% | +35.7% |
| 6M | +98.0% | +7.3% | +90.7% | +83.6% |
| YTD | +28.1% | +113.9% | -85.7% | +2.6% |
| 1Y | +5.6% | +93.6% | -88.0% | -14.3% |
| All | +5.6% | +88.9% | -83.4% | -14.3% |
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