-77.4%
PLTD vs GGLL
+47.3%
-124.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.5% | -8.0% | -4.7% |
| 7D | +4.2% | +6.3% | -2.1% | +6.4% |
| 30D | +20.8% | -35.1% | +55.9% | +7.4% |
| 3M | -2.6% | -37.7% | +35.1% | -14.0% |
| 6M | -33.1% | -54.1% | +21.0% | -45.6% |
| YTD | -20.0% | -29.4% | +9.4% | -21.8% |
| 1Y | -21.6% | -13.4% | -8.3% | -14.8% |
| All | -77.4% | +47.3% | -124.7% | -62.9% |
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 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