+23.7%
ACHR vs GGLL
+217.5%
-193.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +3.5% | -14.4% | -12.2% |
| 7D | +11.9% | +11.5% | +0.4% | +7.5% |
| 30D | -2.5% | -31.2% | +28.8% | +9.7% |
| 3M | -31.2% | -28.7% | -2.5% | -24.0% |
| 6M | -32.2% | -47.2% | +15.0% | -18.1% |
| YTD | -42.4% | -24.3% | -18.2% | -41.2% |
| 1Y | -49.9% | -12.0% | -38.0% | -52.4% |
| 3Y | -12.9% | +169.6% | -182.5% | -55.0% |
| All | +23.7% | +217.5% | -193.8% | -41.5% |
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 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