+55.4%
PRU vs GGLL
+328.7%
-273.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.7% |
| 7D | +1.9% | -4.8% | +6.6% | +2.5% |
| 30D | +2.7% | -13.7% | +16.4% | +4.5% |
| 3M | +19.5% | -21.9% | +41.3% | +22.2% |
| 6M | +26.6% | +11.7% | +15.0% | +22.5% |
| YTD | +12.3% | +2.3% | +10.1% | +9.8% |
| 1Y | +18.0% | +76.2% | -58.1% | +5.9% |
| 3Y | +47.0% | +245.0% | -198.0% | +13.1% |
| All | +55.4% | +328.7% | -273.3% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling