+200.1%
PWR vs GGLL
+245.5%
-45.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.2% |
| 7D | +3.6% | -4.8% | +8.4% | +4.5% |
| 30D | -8.6% | -13.7% | +5.1% | -6.1% |
| 3M | -13.2% | -21.9% | +8.7% | -9.9% |
| 6M | +9.9% | +11.7% | -1.8% | +4.9% |
| YTD | +48.0% | +2.3% | +45.8% | +43.1% |
| 1Y | +66.2% | +76.2% | -10.0% | +42.3% |
| All | +200.1% | +245.5% | -45.4% | +116.4% |
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