+17.2%
PG vs GGLL
+327.4%
-310.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +1.5% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | +0.8% | -4.0% | +4.8% | +0.9% |
| 3M | -1.3% | -15.5% | +14.2% | -1.1% |
| 6M | -3.8% | +7.6% | -11.4% | -3.9% |
| YTD | +3.6% | +2.0% | +1.7% | +3.5% |
| 1Y | -5.7% | +63.9% | -69.7% | -6.4% |
| 3Y | +1.6% | +239.7% | -238.1% | -3.4% |
| All | +17.2% | +327.4% | -310.2% | +8.9% |
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