+16.2%
PFE vs GGLL
+151.4%
-135.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.5% | -2.9% |
| 7D | -0.2% | -1.3% | +1.1% | -0.2% |
| 30D | +8.7% | -36.3% | +44.9% | +9.3% |
| 3M | +15.8% | -42.7% | +58.5% | +16.7% |
| 6M | +16.8% | -53.1% | +69.9% | +18.1% |
| YTD | +26.2% | -32.1% | +58.3% | +26.2% |
| 1Y | +29.9% | -20.1% | +50.0% | +29.5% |
| All | +16.2% | +151.4% | -135.2% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling