+5.1%
PCG vs GGLL
+206.6%
-201.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.2% |
| 7D | -2.2% | +2.9% | -5.1% | -2.4% |
| 30D | -0.5% | -33.1% | +32.7% | +1.3% |
| 3M | -24.0% | -31.2% | +7.2% | -22.8% |
| 6M | -18.6% | -49.4% | +30.7% | -16.4% |
| YTD | -17.7% | -26.8% | +9.2% | -17.6% |
| 1Y | -20.0% | -17.7% | -2.3% | -20.6% |
| 3Y | -20.2% | +160.4% | -180.7% | -29.4% |
| All | +5.1% | +206.6% | -201.5% | -2.9% |
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