+5.6%
GTLB vs PENG
+209.7%
-204.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.4% | +1.8% |
| 7D | -0.7% | +13.2% | -14.0% | -2.9% |
| 30D | -10.2% | -29.9% | +19.7% | -6.1% |
| 3M | +10.1% | -22.2% | +32.3% | +11.9% |
| 6M | +116.5% | -1.9% | +118.3% | +96.3% |
| YTD | +27.2% | +142.1% | -114.9% | -14.0% |
| 1Y | +8.6% | +151.5% | -143.0% | -27.7% |
| 3Y | +5.6% | +206.9% | -201.4% | -40.7% |
| All | +5.6% | +209.7% | -204.2% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling