+143.4%
PEG vs GFI
+1,066.8%
-923.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | 0.0% |
| 7D | -0.9% | -4.9% | +4.0% | -0.6% |
| 30D | -3.7% | +10.7% | -14.4% | -4.4% |
| 3M | -7.3% | +25.6% | -32.9% | -8.9% |
| 6M | -10.5% | -8.3% | -2.2% | -10.5% |
| YTD | -7.5% | +6.3% | -13.8% | -8.7% |
| 1Y | -8.7% | +22.1% | -30.8% | -11.0% |
| 3Y | +31.4% | +289.2% | -257.8% | +17.0% |
| 5Y | +37.8% | +531.7% | -493.9% | +17.5% |
| All | +143.4% | +1,066.8% | -923.5% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling