+87.7%
PGR vs GGLL
+327.4%
-239.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.7% | +0.8% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | +4.9% | -4.0% | +8.9% | +4.8% |
| 3M | +7.6% | -15.5% | +23.2% | +7.3% |
| 6M | +8.3% | +7.6% | +0.6% | +8.6% |
| YTD | +1.7% | +2.0% | -0.2% | +2.0% |
| 1Y | -6.8% | +63.9% | -70.8% | -6.2% |
| 3Y | +73.4% | +239.7% | -166.2% | +72.0% |
| All | +87.7% | +327.4% | -239.6% | +89.8% |
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