+35.6%
PFE vs GGLL
-11.6%
+47.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.5% | -3.9% | +2.5% |
| 7D | +4.6% | -23.1% | +27.7% | +4.8% |
| 30D | +12.3% | -32.9% | +45.2% | +13.0% |
| 3M | +21.2% | -44.9% | +66.1% | +22.6% |
| 6M | +21.1% | -49.5% | +70.6% | +22.8% |
| YTD | +30.0% | -28.9% | +58.9% | +28.3% |
| 1Y | +35.6% | -12.2% | +47.8% | +31.3% |
| All | +35.6% | -11.6% | +47.2% | +31.3% |
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