+133.4%
PSX vs GGLL
+151.4%
-18.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.5% | -0.4% | -4.8% |
| 7D | -9.7% | -1.3% | -8.4% | -9.7% |
| 30D | -8.4% | -36.3% | +27.8% | -7.8% |
| 3M | +22.6% | -42.7% | +65.3% | +23.7% |
| 6M | +38.8% | -53.1% | +91.8% | +40.6% |
| YTD | +95.5% | -32.1% | +127.5% | +94.2% |
| 1Y | +87.1% | -20.1% | +107.2% | +83.2% |
| All | +133.4% | +151.4% | -18.0% | +113.4% |
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