+3.0%
PSA vs GGLL
+328.7%
-325.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.1% |
| 7D | -3.7% | -4.8% | +1.1% | -3.4% |
| 30D | -7.7% | -13.7% | +6.0% | -7.0% |
| 3M | -0.6% | -21.9% | +21.2% | +0.5% |
| 6M | -0.9% | +11.7% | -12.6% | -2.4% |
| YTD | +18.7% | +2.3% | +16.4% | +17.3% |
| 1Y | +7.6% | +76.2% | -68.5% | +2.1% |
| 3Y | +23.7% | +245.0% | -221.3% | +5.4% |
| All | +3.0% | +328.7% | -325.6% | -19.3% |
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 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