-11.2%
PINS vs GGLL
-52.5%
+41.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.5% | -2.3% | -5.5% |
| 7D | -0.7% | -1.3% | +0.6% | -0.2% |
| 30D | -1.2% | -36.3% | +35.1% | +10.4% |
| 3M | -15.3% | -42.7% | +27.4% | -3.3% |
| 6M | -11.2% | -53.1% | +41.9% | +0.4% |
| All | -11.2% | -52.5% | +41.3% | +0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling