+246.9%
GGLL vs PTEN
-2.0%
+248.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | -4.8% | +0.7% | -5.5% | -5.0% |
| 30D | -13.7% | +31.2% | -44.9% | -17.6% |
| 3M | -21.9% | +2.0% | -23.9% | -22.5% |
| 6M | +11.7% | +42.4% | -30.8% | +1.1% |
| YTD | +2.3% | +109.2% | -106.9% | -16.9% |
| 1Y | +76.2% | +122.3% | -46.1% | +39.5% |
| All | +246.9% | -2.0% | +248.9% | +193.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling