-20.4%
GGLL vs PFG
+44.5%
-64.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | +5.1% | +3.0% | +2.1% | +3.5% |
| 30D | -35.5% | +8.2% | -43.6% | -38.5% |
| 3M | -39.2% | +2.7% | -41.8% | -40.2% |
| 6M | -54.4% | +17.2% | -71.6% | -59.5% |
| YTD | -29.8% | +34.8% | -64.6% | -43.1% |
| 1Y | -20.4% | +43.6% | -64.0% | -37.3% |
| All | -20.4% | +44.5% | -64.9% | -37.3% |
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