+217.5%
GGLL vs PTEN
-15.0%
+232.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +3.2% |
| 7D | +11.5% | +7.2% | +4.3% | +10.6% |
| 30D | -31.2% | -7.4% | -23.9% | -30.9% |
| 3M | -28.7% | -2.4% | -26.3% | -29.1% |
| 6M | -47.2% | -10.0% | -37.2% | -47.2% |
| YTD | -24.3% | +79.7% | -104.0% | -34.8% |
| 1Y | -12.0% | +86.5% | -98.5% | -24.9% |
| 3Y | +169.6% | -1.4% | +171.0% | +141.3% |
| All | +217.5% | -15.0% | +232.4% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 10y: compounded portfolio wealth divided by compounded PTEN 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…
10y analysis · Full analysis span regression · 6 months rolling