+239.3%
PSX vs GGLL
+328.7%
-89.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | +4.5% | -4.8% | +9.3% | +4.7% |
| 30D | +26.6% | -13.7% | +40.3% | +27.3% |
| 3M | +39.3% | -21.9% | +61.1% | +40.3% |
| 6M | +56.8% | +11.7% | +45.2% | +53.9% |
| YTD | +101.8% | +2.3% | +99.5% | +98.9% |
| 1Y | +99.6% | +76.2% | +23.4% | +86.8% |
| 3Y | +140.3% | +245.0% | -104.6% | +103.9% |
| All | +239.3% | +328.7% | -89.4% | +203.2% |
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 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