+311.8%
PWR vs GGLL
+194.0%
+117.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -11.2% | +5.1% | -16.3% | -12.0% |
| 30D | -17.4% | -35.5% | +18.1% | -11.5% |
| 3M | -11.7% | -39.2% | +27.4% | -4.8% |
| 6M | -21.7% | -54.4% | +32.7% | -11.7% |
| YTD | +38.3% | -29.8% | +68.1% | +41.6% |
| 1Y | +29.6% | -20.4% | +50.0% | +29.1% |
| 3Y | +236.1% | +149.7% | +86.4% | +158.6% |
| All | +311.8% | +194.0% | +117.8% | +212.8% |
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