-4.0%
PPL vs GGLL
-50.3%
+46.3%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | +0.4% |
| 7D | +1.8% | -23.1% | +24.9% | +0.5% |
| 30D | +8.4% | -32.9% | +41.3% | +6.3% |
| 3M | +2.4% | -44.9% | +47.3% | -0.8% |
| 6M | -4.0% | -49.5% | +45.6% | -8.0% |
| All | -4.0% | -50.3% | +46.3% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling