-6.0%
PEP vs GGLL
+217.5%
-223.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.2% |
| 7D | -0.3% | +11.5% | -11.8% | -0.3% |
| 30D | +11.8% | -31.2% | +43.0% | +11.8% |
| 3M | +3.7% | -28.7% | +32.3% | +3.7% |
| 6M | -4.3% | -47.2% | +42.9% | -4.2% |
| YTD | +2.1% | -24.3% | +26.4% | +2.1% |
| 1Y | +2.5% | -12.0% | +14.5% | +2.4% |
| 3Y | -5.0% | +169.6% | -174.7% | -9.6% |
| All | -6.0% | +217.5% | -223.5% | -10.0% |
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 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