+222.1%
PWR vs GGLL
+154.9%
+67.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +4.9% | +6.0% |
| 7D | -12.9% | +3.1% | -16.0% | -13.4% |
| 30D | -22.8% | -36.3% | +13.5% | -17.0% |
| 3M | -19.0% | -40.4% | +21.3% | -12.1% |
| 6M | -31.1% | -54.6% | +23.5% | -21.8% |
| YTD | +28.2% | -31.1% | +59.4% | +31.5% |
| 1Y | +22.2% | -19.2% | +41.4% | +20.6% |
| 3Y | +222.1% | +151.5% | +70.6% | +149.4% |
| All | +222.1% | +154.9% | +67.2% | +149.4% |
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