-13.3%
PPG vs GGLL
+247.9%
-261.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | 0.0% | +1.9% | -1.8% | -0.2% |
| 30D | -7.8% | -9.7% | +2.0% | -6.9% |
| 3M | -2.2% | -18.0% | +15.8% | -0.9% |
| 6M | +4.1% | +15.3% | -11.1% | +1.7% |
| YTD | +9.1% | +2.2% | +6.9% | +7.4% |
| 1Y | +1.0% | +73.1% | -72.1% | -6.2% |
| 3Y | -13.3% | +242.7% | -256.0% | -30.9% |
| All | -13.3% | +247.9% | -261.2% | -30.9% |
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