+94.6%
PBR vs GGLL
+253.9%
-159.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.8% |
| 7D | +8.6% | -4.8% | +13.4% | +8.7% |
| 30D | +12.8% | -13.7% | +26.5% | +13.3% |
| 3M | +14.7% | -21.9% | +36.5% | +15.5% |
| 6M | +25.2% | +11.7% | +13.5% | +23.0% |
| YTD | +77.1% | +2.3% | +74.9% | +75.0% |
| 1Y | +69.6% | +76.2% | -6.6% | +59.3% |
| All | +94.6% | +253.9% | -159.3% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling