+26.3%
PSA vs GGLL
-11.0%
+37.3%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.2% |
| 7D | -1.4% | +7.7% | -9.1% | -1.6% |
| 30D | +15.2% | -30.2% | +45.4% | +16.4% |
| 3M | +2.2% | -31.3% | +33.5% | +3.3% |
| 6M | +11.7% | -52.1% | +63.8% | +14.7% |
| YTD | +32.0% | -25.9% | +57.9% | +29.5% |
| 1Y | +26.3% | -8.5% | +34.7% | +25.1% |
| All | +26.3% | -11.0% | +37.3% | +25.1% |
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