+46.9%
PM vs GGLL
-11.6%
+58.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.5% | -5.0% | +1.7% |
| 7D | +4.3% | -23.1% | +27.4% | +3.7% |
| 30D | +11.5% | -32.9% | +44.4% | +10.7% |
| 3M | +13.0% | -44.9% | +57.9% | +12.1% |
| 6M | +25.9% | -49.5% | +75.4% | +24.5% |
| YTD | +34.0% | -28.9% | +62.9% | +32.6% |
| 1Y | +46.9% | -12.2% | +59.1% | +48.4% |
| All | +46.9% | -11.6% | +58.5% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling