-29.1%
PINS vs GGLL
+245.5%
-274.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -1.6% |
| 7D | -12.0% | -4.8% | -7.3% | -11.0% |
| 30D | -12.7% | -13.7% | +1.0% | -9.7% |
| 3M | -5.5% | -21.9% | +16.3% | -0.9% |
| 6M | +5.3% | +11.7% | -6.4% | -0.1% |
| YTD | -21.2% | +2.3% | -23.5% | -23.7% |
| 1Y | -45.0% | +76.2% | -121.2% | -54.6% |
| All | -29.1% | +245.5% | -274.7% | -55.1% |
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