+154.4%
PM vs GGLL
+210.8%
-56.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.2% |
| 7D | +0.5% | +7.7% | -7.1% | +0.6% |
| 30D | -3.2% | -30.2% | +27.0% | -3.3% |
| 3M | +6.2% | -31.3% | +37.5% | +6.2% |
| 6M | +7.7% | -52.1% | +59.8% | +7.7% |
| YTD | +27.3% | -25.9% | +53.1% | +26.9% |
| 1Y | +32.8% | -8.5% | +41.2% | +32.3% |
| 3Y | +150.0% | +165.5% | -15.5% | +135.8% |
| All | +154.4% | +210.8% | -56.3% | +139.0% |
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