-19.6%
PFE vs GGLL
+188.6%
-208.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.7% |
| 7D | -3.7% | +3.1% | -6.8% | -3.8% |
| 30D | +5.0% | -36.3% | +41.3% | +6.3% |
| 3M | +12.2% | -40.4% | +52.5% | +13.9% |
| 6M | +14.6% | -54.6% | +69.2% | +17.3% |
| YTD | +24.1% | -31.1% | +55.3% | +24.4% |
| 1Y | +26.6% | -19.2% | +45.8% | +25.9% |
| 3Y | +14.3% | +151.5% | -137.2% | +3.7% |
| All | -19.6% | +188.6% | -208.2% | -28.1% |
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