+192.8%
PBR vs GGLL
+328.4%
-135.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +2.5% | +1.9% | +0.6% | +2.4% |
| 30D | +19.4% | -9.7% | +29.1% | +19.7% |
| 3M | +20.8% | -18.0% | +38.8% | +21.3% |
| 6M | +23.5% | +15.3% | +8.2% | +21.6% |
| YTD | +83.4% | +2.2% | +81.2% | +81.6% |
| 1Y | +77.6% | +73.1% | +4.5% | +69.6% |
| 3Y | +99.9% | +242.7% | -142.8% | +81.4% |
| All | +192.8% | +328.4% | -135.6% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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