+249.7%
PSX vs GGLL
+217.5%
+32.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +1.5% |
| 7D | +6.4% | +11.5% | -5.1% | +6.0% |
| 30D | -10.2% | -31.2% | +21.0% | -9.1% |
| 3M | +17.2% | -28.7% | +45.8% | +18.3% |
| 6M | +51.8% | -47.2% | +98.9% | +54.8% |
| YTD | +108.0% | -24.3% | +132.3% | +106.7% |
| 1Y | +96.1% | -12.0% | +108.1% | +92.0% |
| 3Y | +155.9% | +169.6% | -13.8% | +118.2% |
| All | +249.7% | +217.5% | +32.2% | +215.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling