-53.1%
GGLL vs PFG
+14.9%
-68.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.8% | -0.6% | -3.1% |
| 7D | -1.3% | -0.7% | -0.6% | -0.9% |
| 30D | -36.3% | +2.8% | -39.1% | -36.7% |
| 3M | -42.7% | -1.0% | -41.7% | -42.2% |
| 6M | -53.1% | +13.6% | -66.7% | -57.0% |
| All | -53.1% | +14.9% | -68.0% | -57.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling