-77.5%
PLTD vs GGLL
+113.4%
-191.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +7.0% | +3.9% |
| 7D | +5.9% | -4.8% | +10.7% | +4.4% |
| 30D | -11.6% | -13.7% | +2.1% | -15.5% |
| 3M | -29.9% | -21.9% | -8.1% | -33.8% |
| 6M | -28.5% | +11.7% | -40.2% | -20.6% |
| YTD | -20.4% | +2.3% | -22.7% | -14.3% |
| 1Y | -33.3% | +76.2% | -109.4% | -6.5% |
| All | -77.5% | +113.4% | -191.0% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling