-19.4%
PCG vs GGLL
+151.4%
-170.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -1.1% |
| 7D | 0.0% | -1.3% | +1.3% | 0.0% |
| 30D | +5.8% | -36.3% | +42.1% | +7.4% |
| 3M | -22.8% | -42.7% | +19.9% | -21.4% |
| 6M | -18.4% | -53.1% | +34.7% | -16.5% |
| YTD | -16.9% | -32.1% | +15.2% | -16.7% |
| 1Y | -17.6% | -20.1% | +2.5% | -18.2% |
| All | -19.4% | +151.4% | -170.8% | -27.3% |
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