+141.0%
PH vs GGLL
+245.5%
-104.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.1% |
| 7D | -3.1% | -4.8% | +1.7% | -2.4% |
| 30D | -3.2% | -13.7% | +10.4% | -1.3% |
| 3M | +10.6% | -21.9% | +32.4% | +13.6% |
| 6M | -2.1% | +11.7% | -13.8% | -6.7% |
| YTD | +10.2% | +2.3% | +7.9% | +6.3% |
| 1Y | +28.2% | +76.2% | -48.0% | +10.4% |
| All | +141.0% | +245.5% | -104.5% | +71.9% |
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