-9.8%
ACHR vs GGLL
+245.5%
-255.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.1% |
| 7D | -0.7% | -4.8% | +4.1% | +0.9% |
| 30D | +9.8% | -13.7% | +23.5% | +14.9% |
| 3M | -10.5% | -21.9% | +11.3% | -4.3% |
| 6M | -15.5% | +11.7% | -27.2% | -21.4% |
| YTD | -24.1% | +2.3% | -26.3% | -28.1% |
| 1Y | -32.4% | +76.2% | -108.6% | -47.8% |
| All | -9.8% | +245.5% | -255.3% | -48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling