+2,184.4%
PLTR vs GGLL
+194.0%
+1,990.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -3.8% | +5.1% | -8.9% | -5.3% |
| 30D | -19.2% | -35.5% | +16.2% | -8.0% |
| 3M | -3.7% | -39.2% | +35.5% | +11.4% |
| 6M | +22.5% | -54.4% | +76.9% | +53.4% |
| YTD | -5.0% | -29.8% | +24.8% | -1.5% |
| 1Y | -12.8% | -20.4% | +7.6% | -14.4% |
| 3Y | +758.3% | +149.7% | +608.5% | +357.6% |
| All | +2,184.4% | +194.0% | +1,990.4% | +949.9% |
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