+227.8%
PR vs GGLL
+184.7%
+43.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.4% | -4.5% |
| 7D | -16.5% | -1.3% | -15.2% | -16.5% |
| 30D | -4.5% | -36.3% | +31.7% | -1.3% |
| 3M | +8.5% | -42.7% | +51.2% | +13.1% |
| 6M | -3.3% | -53.1% | +49.7% | +2.1% |
| YTD | +55.7% | -32.1% | +87.8% | +55.2% |
| 1Y | +82.0% | -20.1% | +102.1% | +75.8% |
| 3Y | +62.5% | +151.7% | -89.3% | +19.5% |
| All | +227.8% | +184.7% | +43.1% | +144.5% |
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