+195.8%
GGLL vs PTEN
-21.4%
+217.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.6% |
| 7D | +6.3% | -16.4% | +22.8% | +8.5% |
| 30D | -35.1% | -12.8% | -22.3% | -34.3% |
| 3M | -37.7% | +0.7% | -38.4% | -38.4% |
| 6M | -54.1% | -12.2% | -41.9% | -54.1% |
| YTD | -29.4% | +66.1% | -95.5% | -38.7% |
| 1Y | -13.4% | +69.2% | -82.6% | -25.2% |
| 3Y | +158.3% | -8.2% | +166.5% | +133.2% |
| All | +195.8% | -21.4% | +217.2% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling