-0.3%
PG vs GGLL
+226.0%
-226.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -2.0% |
| 7D | -3.4% | -3.9% | +0.5% | -3.4% |
| 30D | -2.6% | -15.4% | +12.8% | -2.6% |
| 3M | -3.3% | -21.9% | +18.6% | -3.4% |
| 6M | -6.7% | +4.5% | -11.2% | -6.3% |
| YTD | +1.7% | -2.4% | +4.2% | +2.1% |
| 1Y | -7.9% | +57.8% | -65.7% | -6.6% |
| All | -0.3% | +226.0% | -226.2% | +0.7% |
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