-18.8%
PINS vs GGLL
+195.8%
-214.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.2% |
| 7D | -6.2% | +6.3% | -12.5% | -7.8% |
| 30D | -10.9% | -35.1% | +24.2% | -0.2% |
| 3M | -19.5% | -37.7% | +18.2% | -8.9% |
| 6M | -10.4% | -54.1% | +43.7% | +9.0% |
| YTD | -26.4% | -29.4% | +3.0% | -22.5% |
| 1Y | -29.6% | -13.4% | -16.2% | -31.3% |
| 3Y | -39.0% | +158.3% | -197.3% | -65.0% |
| All | -18.8% | +195.8% | -214.6% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling