-52.0%
GTLB vs PENG
+97.3%
-149.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.4% | -0.9% |
| 7D | +11.1% | +4.5% | +6.5% | +9.5% |
| 30D | +37.8% | -7.1% | +44.9% | +39.9% |
| 3M | +61.6% | -27.3% | +88.8% | +66.1% |
| 6M | +98.9% | +169.6% | -70.7% | +15.0% |
| YTD | +32.8% | +164.6% | -131.8% | -23.7% |
| 1Y | +14.7% | +109.5% | -94.8% | -28.8% |
| 3Y | +1.3% | +98.9% | -97.6% | -46.8% |
| All | -52.0% | +97.3% | -149.3% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling