+2,830.4%
PEG vs GFI
+650.5%
+2,179.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | -0.1% |
| 7D | -0.9% | -4.9% | +4.0% | -0.6% |
| 30D | -3.7% | +10.7% | -14.4% | -4.3% |
| 3M | -7.3% | +25.6% | -32.9% | -8.5% |
| 6M | -10.5% | -8.3% | -2.2% | -10.5% |
| YTD | -7.5% | +6.3% | -13.8% | -8.4% |
| 1Y | -8.7% | +22.1% | -30.8% | -10.5% |
| 3Y | +31.4% | +289.2% | -257.8% | +20.3% |
| 5Y | +37.8% | +531.7% | -493.9% | +21.9% |
| 10Y | +148.0% | +1,043.8% | -895.8% | +106.5% |
| All | +2,830.4% | +650.5% | +2,179.9% | +2,341.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling