+53.5%
PSA vs GGLL
+154.9%
-101.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.9% |
| 7D | +3.9% | +3.1% | +0.8% | +3.8% |
| 30D | +19.7% | -36.3% | +56.0% | +20.8% |
| 3M | +4.3% | -40.4% | +44.6% | +5.4% |
| 6M | +11.4% | -54.6% | +66.0% | +13.2% |
| YTD | +33.9% | -31.1% | +65.1% | +34.2% |
| 1Y | +28.3% | -19.2% | +47.5% | +28.2% |
| 3Y | +53.5% | +151.5% | -98.1% | +46.3% |
| All | +53.5% | +154.9% | -101.5% | +46.3% |
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