+765.0%
PLTR vs GGLL
+154.9%
+610.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.1% |
| 7D | -12.9% | +3.1% | -16.0% | -13.6% |
| 30D | -17.4% | -36.3% | +18.9% | -7.6% |
| 3M | +2.9% | -40.4% | +43.2% | +16.5% |
| 6M | +19.9% | -54.6% | +74.5% | +44.7% |
| YTD | -9.8% | -31.1% | +21.4% | -6.4% |
| 1Y | -8.4% | -19.2% | +10.8% | -10.2% |
| 3Y | +765.0% | +151.5% | +613.5% | +459.3% |
| All | +765.0% | +154.9% | +610.1% | +459.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling