+85.4%
PGR vs GGLL
+328.4%
-243.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.9% |
| 7D | -2.6% | +1.9% | -4.4% | -2.5% |
| 30D | -0.2% | -9.7% | +9.5% | -0.5% |
| 3M | +7.4% | -18.0% | +25.4% | +7.0% |
| 6M | +2.1% | +15.3% | -13.1% | +2.6% |
| YTD | +0.5% | +2.2% | -1.7% | +0.8% |
| 1Y | -6.9% | +73.1% | -80.0% | -6.3% |
| 3Y | +73.2% | +242.7% | -169.5% | +71.7% |
| All | +85.4% | +328.4% | -243.0% | +87.5% |
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