+266.9%
PH vs GGLL
+210.8%
+56.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | +4.1% | +7.7% | -3.5% | +3.0% |
| 30D | -0.1% | -30.2% | +30.1% | +4.4% |
| 3M | -9.6% | -31.3% | +21.7% | -5.5% |
| 6M | +8.5% | -52.1% | +60.6% | +18.8% |
| YTD | +9.4% | -25.9% | +35.3% | +9.5% |
| 1Y | +14.2% | -8.5% | +22.7% | +9.5% |
| 3Y | +134.0% | +165.5% | -31.5% | +72.4% |
| All | +266.9% | +210.8% | +56.1% | +164.6% |
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