-19.2%
PINS vs GGLL
+188.6%
-207.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.4% | -5.6% | -4.6% |
| 7D | -2.1% | +3.1% | -5.2% | -2.9% |
| 30D | -6.6% | -36.3% | +29.7% | +5.2% |
| 3M | -18.7% | -40.4% | +21.6% | -6.8% |
| 6M | -10.4% | -54.6% | +44.2% | +9.4% |
| YTD | -26.8% | -31.1% | +4.4% | -22.3% |
| 1Y | -27.9% | -19.2% | -8.7% | -28.1% |
| 3Y | -38.7% | +151.5% | -190.2% | -64.6% |
| All | -19.2% | +188.6% | -207.8% | -59.0% |
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