-76.1%
PLTD vs GGLL
+43.7%
-119.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -2.8% |
| 7D | +13.7% | +3.1% | +10.7% | +14.9% |
| 30D | +18.4% | -36.3% | +54.8% | +4.6% |
| 3M | -7.5% | -40.4% | +32.9% | -19.6% |
| 6M | -31.3% | -54.6% | +23.3% | -44.3% |
| YTD | -15.4% | -31.1% | +15.7% | -17.9% |
| 1Y | -18.4% | -19.2% | +0.8% | -13.6% |
| All | -76.1% | +43.7% | -119.8% | -61.0% |
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