+37.4%
ACHR vs GGLL
+195.8%
-158.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.5% | +5.8% | +7.4% |
| 7D | +15.3% | +6.3% | +9.0% | +12.9% |
| 30D | -3.0% | -35.1% | +32.1% | +11.5% |
| 3M | -14.0% | -37.7% | +23.7% | -0.3% |
| 6M | -25.8% | -54.1% | +28.3% | -5.3% |
| YTD | -36.0% | -29.4% | -6.6% | -32.9% |
| 1Y | -41.2% | -13.4% | -27.8% | -43.9% |
| 3Y | -8.6% | +158.3% | -166.9% | -52.3% |
| All | +37.4% | +195.8% | -158.4% | -33.2% |
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 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