-63.3%
GTLB vs PENG
+42.1%
-105.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.4% | -14.2% | -5.3% |
| 7D | -11.1% | -19.4% | +8.4% | -6.8% |
| 30D | -7.5% | -42.4% | +34.9% | +5.5% |
| 3M | +34.8% | -25.6% | +60.4% | +39.8% |
| 6M | +98.0% | +7.3% | +90.7% | +60.2% |
| YTD | +28.1% | +113.9% | -85.7% | -24.6% |
| 1Y | +5.6% | +93.6% | -88.0% | -35.7% |
| 3Y | +15.9% | +170.2% | -154.3% | -48.9% |
| All | -63.3% | +42.1% | -105.4% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling