+233.4%
PSX vs GGLL
+194.0%
+39.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -7.8% | +5.1% | -12.9% | -8.0% |
| 30D | -9.9% | -35.5% | +25.6% | -8.6% |
| 3M | +16.9% | -39.2% | +56.1% | +18.7% |
| 6M | +48.0% | -54.4% | +102.3% | +51.9% |
| YTD | +98.3% | -29.8% | +128.2% | +97.6% |
| 1Y | +86.2% | -20.4% | +106.6% | +83.1% |
| 3Y | +144.0% | +149.7% | -5.8% | +108.6% |
| All | +233.4% | +194.0% | +39.4% | +201.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling