+148.4%
PM vs GGLL
+151.4%
-3.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.5% | -0.2% | -4.8% |
| 7D | -3.4% | -1.3% | -2.1% | -3.4% |
| 30D | +5.8% | -36.3% | +42.1% | +4.6% |
| 3M | +6.7% | -42.7% | +49.3% | +5.2% |
| 6M | +19.9% | -53.1% | +73.0% | +17.7% |
| YTD | +27.8% | -32.1% | +59.9% | +26.9% |
| 1Y | +39.4% | -20.1% | +59.5% | +39.4% |
| All | +148.4% | +151.4% | -3.1% | +151.0% |
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 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