+3.7%
PEP vs GGLL
-11.6%
+15.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.5% | -2.8% | +3.8% |
| 7D | +7.4% | -23.1% | +30.5% | +7.1% |
| 30D | +13.3% | -32.9% | +46.2% | +13.0% |
| 3M | +3.5% | -44.9% | +48.4% | +3.1% |
| 6M | -5.9% | -49.5% | +43.6% | -6.2% |
| YTD | +2.3% | -28.9% | +31.2% | +2.2% |
| 1Y | +3.7% | -12.2% | +15.9% | +4.9% |
| All | +3.7% | -11.6% | +15.3% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling