-32.4%
ACHR vs GGLL
+80.0%
-112.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.1% |
| 7D | -0.7% | -4.8% | +4.1% | +0.8% |
| 30D | +9.8% | -13.7% | +23.5% | +14.5% |
| 3M | -10.5% | -21.9% | +11.3% | -4.0% |
| 6M | -15.5% | +11.7% | -27.2% | -22.3% |
| YTD | -24.1% | +2.3% | -26.3% | -29.6% |
| 1Y | -32.4% | +76.2% | -108.6% | -56.1% |
| All | -32.4% | +80.0% | -112.4% | -56.1% |
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