-12.2%
GGLL vs PFG
+46.8%
-59.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.1% | +2.4% | +4.3% |
| 7D | -23.1% | +4.9% | -28.0% | -25.2% |
| 30D | -32.9% | +5.7% | -38.5% | -35.0% |
| 3M | -44.9% | +2.6% | -47.4% | -45.7% |
| 6M | -49.5% | +19.8% | -69.3% | -55.7% |
| YTD | -28.9% | +36.3% | -65.2% | -42.2% |
| 1Y | -12.2% | +47.9% | -60.1% | -29.5% |
| All | -12.2% | +46.8% | -59.0% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling