+210.8%
GGLL vs PFG
+77.6%
+133.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.4% |
| 7D | +7.7% | +2.4% | +5.3% | +6.2% |
| 30D | -30.2% | +5.9% | -36.1% | -32.6% |
| 3M | -31.3% | -0.4% | -30.8% | -31.5% |
| 6M | -52.1% | +14.8% | -66.9% | -56.0% |
| YTD | -25.9% | +31.9% | -57.8% | -36.9% |
| 1Y | -8.5% | +38.8% | -47.3% | -24.2% |
| 3Y | +165.5% | +82.4% | +83.2% | +86.3% |
| All | +210.8% | +77.6% | +133.1% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling