+15.1%
ACHR vs GGLL
+210.8%
-195.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.1% | -4.8% | -6.2% |
| 7D | -9.2% | +7.7% | -16.9% | -11.7% |
| 30D | -1.0% | -30.2% | +29.2% | +10.7% |
| 3M | -42.2% | -31.3% | -10.9% | -35.3% |
| 6M | -38.2% | -52.1% | +13.9% | -22.3% |
| YTD | -46.4% | -25.9% | -20.6% | -44.9% |
| 1Y | -49.4% | -8.5% | -40.9% | -52.8% |
| 3Y | -22.5% | +165.5% | -188.0% | -59.8% |
| All | +15.1% | +210.8% | -195.6% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling