-13.1%
AA vs GGLL
+188.6%
-201.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.6% |
| 7D | +0.9% | +3.1% | -2.2% | +0.2% |
| 30D | -6.7% | -36.3% | +29.6% | +2.4% |
| 3M | -16.3% | -40.4% | +24.0% | -7.3% |
| 6M | -37.1% | -54.6% | +17.5% | -26.8% |
| YTD | -25.0% | -31.1% | +6.1% | -23.9% |
| 1Y | +8.6% | -19.2% | +27.8% | +4.1% |
| 3Y | +57.2% | +151.5% | -94.3% | -3.2% |
| All | -13.1% | +188.6% | -201.7% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling