-19.8%
PFE vs GGLL
+210.8%
-230.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | -1.7% | +7.7% | -9.4% | -1.9% |
| 30D | +0.3% | -30.2% | +30.6% | +1.4% |
| 3M | +9.4% | -31.3% | +40.6% | +10.5% |
| 6M | +14.9% | -52.1% | +67.0% | +17.4% |
| YTD | +23.8% | -25.9% | +49.6% | +23.8% |
| 1Y | +19.5% | -8.5% | +28.0% | +18.4% |
| 3Y | +21.0% | +165.5% | -144.5% | +9.7% |
| All | -19.8% | +210.8% | -230.6% | -28.4% |
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