-5.7%
PEP vs GGLL
+184.7%
-190.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.2% |
| 7D | +6.7% | -1.3% | +8.0% | +6.7% |
| 30D | +13.5% | -36.3% | +49.8% | +13.6% |
| 3M | +3.9% | -42.7% | +46.6% | +4.0% |
| 6M | -6.0% | -53.1% | +47.1% | -5.9% |
| YTD | +2.5% | -32.1% | +34.5% | +2.5% |
| 1Y | +3.9% | -20.1% | +24.0% | +3.9% |
| 3Y | -4.7% | +151.7% | -156.4% | -9.5% |
| All | -5.7% | +184.7% | -190.4% | -9.7% |
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