-45.6%
ACHR vs GGLL
-15.6%
-30.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.3% | -1.1% | +2.2% |
| 7D | +18.0% | +2.9% | +15.1% | +17.3% |
| 30D | +3.6% | -33.1% | +36.8% | +12.6% |
| 3M | -28.4% | -31.2% | +2.8% | -23.0% |
| 6M | -25.7% | -49.4% | +23.7% | -14.0% |
| YTD | -35.4% | -26.8% | -8.5% | -35.3% |
| 1Y | -45.6% | -17.7% | -27.9% | -48.2% |
| All | -45.6% | -15.6% | -30.1% | -48.2% |
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 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