-1.5%
GTLB vs PENG
+106.3%
-107.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.4% |
| 7D | +4.6% | +7.8% | -3.2% | +4.4% |
| 30D | +21.0% | -12.2% | +33.2% | +21.3% |
| 3M | +51.7% | -20.6% | +72.3% | +51.8% |
| 6M | +89.3% | +180.9% | -91.7% | +53.4% |
| YTD | +25.6% | +162.3% | -136.6% | +2.4% |
| 1Y | -1.5% | +107.3% | -108.8% | -19.5% |
| All | -1.5% | +106.3% | -107.8% | -19.5% |
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