+2,173.2%
PLTR vs GGLL
+210.8%
+1,962.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.4% |
| 7D | +4.7% | +7.7% | -2.9% | +2.2% |
| 30D | -16.4% | -30.2% | +13.8% | -7.3% |
| 3M | -6.2% | -31.3% | +25.1% | +4.2% |
| 6M | +29.2% | -52.1% | +81.3% | +59.6% |
| YTD | -5.5% | -25.9% | +20.4% | -3.8% |
| 1Y | -2.4% | -8.5% | +6.0% | -9.2% |
| 3Y | +752.3% | +165.5% | +586.8% | +344.5% |
| All | +2,173.2% | +210.8% | +1,962.4% | +925.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling