-22.2%
PFE vs GGLL
+328.7%
-350.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.2% |
| 7D | +1.8% | -4.8% | +6.5% | +1.9% |
| 30D | +10.2% | -13.7% | +23.9% | +10.8% |
| 3M | +12.7% | -21.9% | +34.5% | +13.5% |
| 6M | +10.5% | +11.7% | -1.1% | +9.3% |
| YTD | +20.2% | +2.3% | +17.9% | +19.2% |
| 1Y | +24.1% | +76.2% | -52.1% | +20.1% |
| 3Y | -3.6% | +245.0% | -248.6% | -13.0% |
| All | -22.2% | +328.7% | -350.9% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling