-17.7%
GGLL vs PFG
+41.5%
-59.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.9% |
| 7D | +2.9% | -2.2% | +5.1% | +4.2% |
| 30D | -33.1% | +6.4% | -39.5% | -35.6% |
| 3M | -31.2% | +2.2% | -33.4% | -32.3% |
| 6M | -49.4% | +16.3% | -65.6% | -54.9% |
| YTD | -26.8% | +33.2% | -60.1% | -40.3% |
| 1Y | -17.7% | +40.6% | -58.3% | -34.5% |
| All | -17.7% | +41.5% | -59.3% | -34.5% |
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