+22.2%
A vs GGLL
-11.6%
+33.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.5% | +0.4% |
| 7D | -2.4% | -23.1% | +20.7% | -0.6% |
| 30D | +3.6% | -32.9% | +36.5% | +6.8% |
| 3M | +27.5% | -44.9% | +72.3% | +33.6% |
| 6M | +58.5% | -49.5% | +108.0% | +69.0% |
| YTD | +31.2% | -28.9% | +60.1% | +31.3% |
| 1Y | +22.2% | -12.2% | +34.4% | +17.5% |
| All | +22.2% | -11.6% | +33.8% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling