+66.6%
ACHR vs GGLL
+328.4%
-261.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +4.9% | +1.9% | +3.0% | +4.1% |
| 30D | +4.3% | -9.7% | +14.0% | +8.0% |
| 3M | +1.7% | -18.0% | +19.8% | +7.5% |
| 6M | -6.9% | +15.3% | -22.1% | -15.6% |
| YTD | -22.5% | +2.2% | -24.7% | -27.3% |
| 1Y | -31.5% | +73.1% | -104.6% | -48.9% |
| 3Y | -14.4% | +242.7% | -257.1% | -58.1% |
| All | +66.6% | +328.4% | -261.8% | -27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling