+157.9%
PBR vs GGLL
+195.8%
-37.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.0% |
| 7D | -13.3% | +6.3% | -19.6% | -13.4% |
| 30D | -27.5% | -35.1% | +7.6% | -26.8% |
| 3M | +5.2% | -37.7% | +42.8% | +6.2% |
| 6M | -6.4% | -54.1% | +47.7% | -4.6% |
| YTD | +61.6% | -29.4% | +91.0% | +61.2% |
| 1Y | +48.9% | -13.4% | +62.3% | +46.5% |
| 3Y | +70.0% | +158.3% | -88.3% | +55.4% |
| All | +157.9% | +195.8% | -37.9% | +169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling