-77.7%
PLTD vs GGLL
+58.1%
-135.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +1.5% |
| 7D | -9.8% | +11.5% | -21.3% | -6.6% |
| 30D | +18.9% | -31.2% | +50.2% | +7.6% |
| 3M | -4.2% | -28.7% | +24.4% | -11.9% |
| 6M | -34.8% | -47.2% | +12.4% | -44.5% |
| YTD | -21.1% | -24.3% | +3.1% | -21.1% |
| 1Y | -19.3% | -12.0% | -7.3% | -12.7% |
| All | -77.7% | +58.1% | -135.8% | -62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling