-77.3%
PLTD vs GGLL
+54.7%
-132.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +1.5% |
| 7D | -4.8% | +7.7% | -12.4% | -2.5% |
| 30D | +16.9% | -30.2% | +47.1% | +6.2% |
| 3M | +2.6% | -31.3% | +33.9% | -6.7% |
| 6M | -36.2% | -52.1% | +15.8% | -47.4% |
| YTD | -19.4% | -25.9% | +6.4% | -19.9% |
| 1Y | -22.5% | -8.5% | -14.1% | -14.7% |
| All | -77.3% | +54.7% | -132.0% | -62.0% |
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