+18.2%
A vs GGLL
+328.7%
-310.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.9% |
| 7D | -1.9% | -4.8% | +2.8% | -1.3% |
| 30D | +6.9% | -13.7% | +20.6% | +8.9% |
| 3M | +9.2% | -21.9% | +31.1% | +12.0% |
| 6M | +25.7% | +11.7% | +14.0% | +21.2% |
| YTD | +11.5% | +2.3% | +9.3% | +8.8% |
| 1Y | +18.4% | +76.2% | -57.8% | +5.6% |
| 3Y | +26.6% | +245.0% | -218.4% | -4.3% |
| All | +18.2% | +328.7% | -310.4% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling