+25.4%
PEG vs GGLL
+328.7%
-303.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | 0.0% |
| 7D | +0.7% | -4.8% | +5.5% | +1.0% |
| 30D | -2.4% | -13.7% | +11.3% | -1.7% |
| 3M | -4.8% | -21.9% | +17.1% | -3.7% |
| 6M | -10.7% | +11.7% | -22.3% | -12.3% |
| YTD | -6.7% | +2.3% | -9.0% | -7.9% |
| 1Y | -6.8% | +76.2% | -83.0% | -12.3% |
| 3Y | +34.5% | +245.0% | -210.5% | +15.0% |
| All | +25.4% | +328.7% | -303.2% | +5.0% |
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