+244.6%
GGLL vs PFG
+67.7%
+176.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.5% |
| 7D | -4.8% | +5.5% | -10.3% | -7.7% |
| 30D | -13.7% | +2.4% | -16.1% | -14.8% |
| 3M | -21.9% | +13.6% | -35.4% | -27.5% |
| 6M | +11.7% | +27.9% | -16.2% | -2.7% |
| YTD | +2.3% | +35.6% | -33.3% | -13.8% |
| 1Y | +76.2% | +48.5% | +27.7% | +41.1% |
| All | +244.6% | +67.7% | +176.9% | +163.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling