+69.5%
PR vs GGLL
+80.0%
-10.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.8% |
| 7D | +2.9% | -4.8% | +7.7% | +2.4% |
| 30D | +18.0% | -13.7% | +31.7% | +16.5% |
| 3M | +16.9% | -21.9% | +38.7% | +15.0% |
| 6M | +28.2% | +11.7% | +16.6% | +30.9% |
| YTD | +69.3% | +2.3% | +67.1% | +72.0% |
| 1Y | +69.5% | +76.2% | -6.7% | +75.4% |
| All | +69.5% | +80.0% | -10.5% | +75.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling