-75.3%
PLTD vs GGLL
+41.7%
-117.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -4.5% | +14.0% | +8.2% |
| 7D | +25.1% | -1.3% | +26.4% | +24.8% |
| 30D | +21.0% | -36.3% | +57.3% | +7.0% |
| 3M | -2.9% | -42.7% | +39.7% | -16.7% |
| 6M | -27.8% | -53.1% | +25.3% | -40.7% |
| YTD | -12.6% | -32.1% | +19.5% | -15.5% |
| 1Y | -9.8% | -20.1% | +10.2% | -4.8% |
| All | -75.3% | +41.7% | -117.1% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling