+134.7%
PL vs GGLL
+198.0%
-63.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.5% | -12.9% | -8.4% |
| 7D | -11.7% | -23.1% | +11.4% | -5.8% |
| 30D | -27.1% | -32.9% | +5.8% | -18.7% |
| 3M | -44.6% | -44.9% | +0.3% | -34.6% |
| 6M | -67.2% | -49.5% | -17.7% | -60.8% |
| YTD | -35.9% | -28.9% | -7.0% | -33.3% |
| 1Y | -0.4% | -12.2% | +11.8% | -5.5% |
| 3Y | +454.8% | +163.5% | +291.3% | +220.4% |
| All | +134.7% | +198.0% | -63.3% | +21.5% |
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