+131.4%
PM vs GGLL
+328.7%
-197.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.9% |
| 7D | -4.9% | -4.8% | -0.1% | -4.9% |
| 30D | -3.4% | -13.7% | +10.3% | -3.3% |
| 3M | +5.2% | -21.9% | +27.0% | +5.2% |
| 6M | +3.7% | +11.7% | -7.9% | +3.4% |
| YTD | +15.8% | +2.3% | +13.5% | +15.5% |
| 1Y | +17.4% | +76.2% | -58.8% | +16.6% |
| 3Y | +116.9% | +245.0% | -128.1% | +105.4% |
| All | +131.4% | +328.7% | -197.2% | +117.6% |
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