+18.1%
PG vs GGLL
+328.7%
-310.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.3% |
| 7D | +1.9% | -4.8% | +6.6% | +1.9% |
| 30D | -0.2% | -13.7% | +13.4% | 0.0% |
| 3M | +4.8% | -21.9% | +26.6% | +5.1% |
| 6M | -6.1% | +11.7% | -17.8% | -6.2% |
| YTD | +4.5% | +2.3% | +2.2% | +4.3% |
| 1Y | -5.3% | +76.2% | -81.5% | -6.1% |
| 3Y | +2.6% | +245.0% | -242.4% | -2.6% |
| All | +18.1% | +328.7% | -310.6% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling