+40.3%
PPL vs GGLL
+184.7%
-144.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +0.8% |
| 7D | +1.0% | -1.3% | +2.3% | +1.0% |
| 30D | +6.8% | -36.3% | +43.1% | +6.8% |
| 3M | +3.9% | -42.7% | +46.5% | +3.9% |
| 6M | -2.0% | -53.1% | +51.0% | -1.9% |
| YTD | +5.3% | -32.1% | +37.4% | +4.8% |
| 1Y | +2.2% | -20.1% | +22.3% | +1.3% |
| 3Y | +56.7% | +151.7% | -95.0% | +45.6% |
| All | +40.3% | +184.7% | -144.4% | +30.4% |
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