-13.1%
PINS vs GGLL
+328.7%
-341.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -1.5% |
| 7D | -12.0% | -4.8% | -7.3% | -10.8% |
| 30D | -12.7% | -13.7% | +1.0% | -9.0% |
| 3M | -5.5% | -21.9% | +16.3% | +0.2% |
| 6M | +5.3% | +11.7% | -6.4% | -1.7% |
| YTD | -21.2% | +2.3% | -23.5% | -24.6% |
| 1Y | -45.0% | +76.2% | -121.2% | -56.9% |
| 3Y | -26.2% | +245.0% | -271.2% | -60.3% |
| All | -13.1% | +328.7% | -341.8% | -60.2% |
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