+66.2%
A vs GGLL
+154.9%
-88.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.6% |
| 7D | -0.1% | +3.1% | -3.2% | -0.4% |
| 30D | +3.4% | -36.3% | +39.7% | +8.1% |
| 3M | +23.8% | -40.4% | +64.2% | +30.2% |
| 6M | +49.0% | -54.6% | +103.6% | +61.2% |
| YTD | +29.4% | -31.1% | +60.5% | +31.5% |
| 1Y | +19.4% | -19.2% | +38.6% | +18.6% |
| 3Y | +66.2% | +151.5% | -85.3% | +41.3% |
| All | +66.2% | +154.9% | -88.8% | +41.3% |
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