+19.4%
PRU vs GGLL
-19.4%
+38.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.7% |
| 7D | +2.4% | +3.1% | -0.7% | +2.3% |
| 30D | +6.1% | -36.3% | +42.5% | +8.3% |
| 3M | -0.7% | -40.4% | +39.6% | +1.5% |
| 6M | +22.1% | -54.6% | +76.7% | +26.9% |
| YTD | +9.8% | -31.1% | +40.9% | +10.2% |
| 1Y | +19.4% | -19.2% | +38.5% | +19.5% |
| All | +19.4% | -19.4% | +38.8% | +19.5% |
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 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