+15.1%
PG vs GGLL
+309.0%
-294.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -1.9% |
| 7D | -3.4% | -3.9% | +0.5% | -3.3% |
| 30D | -2.6% | -15.4% | +12.8% | -2.3% |
| 3M | -3.3% | -21.9% | +18.6% | -3.0% |
| 6M | -6.7% | +4.5% | -11.2% | -6.7% |
| YTD | +1.7% | -2.4% | +4.2% | +1.7% |
| 1Y | -7.9% | +57.8% | -65.7% | -8.5% |
| 3Y | +0.9% | +227.2% | -226.3% | -4.0% |
| All | +15.1% | +309.0% | -294.0% | +7.0% |
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