-10.2%
PPG vs GGLL
+313.5%
-323.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.1% |
| 7D | -5.1% | -5.8% | +0.6% | -4.4% |
| 30D | -9.6% | -7.2% | -2.4% | -8.7% |
| 3M | -6.4% | -17.5% | +11.1% | -4.9% |
| 6M | +0.5% | +5.1% | -4.5% | -1.7% |
| YTD | +4.4% | -1.3% | +5.8% | +2.7% |
| 1Y | -0.9% | +60.2% | -61.1% | -9.7% |
| 3Y | -17.0% | +230.8% | -247.8% | -38.3% |
| All | -10.2% | +313.5% | -323.7% | -39.8% |
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