+72.3%
PGR vs GGLL
+229.6%
-157.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.4% |
| 7D | -3.4% | -5.8% | +2.3% | -3.7% |
| 30D | +1.8% | -7.2% | +9.0% | +1.5% |
| 3M | +5.9% | -17.5% | +23.5% | +5.4% |
| 6M | +4.6% | +5.1% | -0.5% | +5.1% |
| YTD | +1.1% | -1.3% | +2.4% | +1.4% |
| 1Y | -6.6% | +60.2% | -66.8% | -5.4% |
| All | +72.3% | +229.6% | -157.3% | +70.9% |
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 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