+28.9%
PEG vs GGLL
+195.8%
-166.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.8% | +3.2% |
| 7D | +0.9% | +6.3% | -5.5% | +0.6% |
| 30D | +3.8% | -35.1% | +38.9% | +5.8% |
| 3M | +0.1% | -37.7% | +37.7% | +2.2% |
| 6M | -1.0% | -54.1% | +53.1% | +2.7% |
| YTD | -4.1% | -29.4% | +25.3% | -4.0% |
| 1Y | -6.9% | -13.4% | +6.5% | -8.3% |
| 3Y | +35.6% | +158.3% | -122.7% | +16.9% |
| All | +28.9% | +195.8% | -166.9% | +9.6% |
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