+52.7%
PSA vs GGLL
+172.3%
-119.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -0.8% |
| 7D | -2.1% | +11.5% | -13.6% | -2.3% |
| 30D | +15.6% | -31.2% | +46.8% | +16.5% |
| 3M | +4.1% | -28.7% | +32.7% | +4.8% |
| 6M | +9.2% | -47.2% | +56.4% | +10.6% |
| YTD | +32.3% | -24.3% | +56.6% | +32.3% |
| 1Y | +26.2% | -12.0% | +38.2% | +25.8% |
| All | +52.7% | +172.3% | -119.6% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling