+33.4%
AG vs GGLL
-11.6%
+45.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +6.5% | +2.6% | +8.0% |
| 7D | -2.6% | -23.1% | +20.5% | +1.1% |
| 30D | -12.1% | -32.9% | +20.8% | -6.7% |
| 3M | -6.6% | -44.9% | +38.3% | +2.1% |
| 6M | -20.5% | -49.5% | +29.1% | -11.5% |
| YTD | -7.4% | -28.9% | +21.5% | -7.7% |
| 1Y | +33.4% | -12.2% | +45.6% | +31.8% |
| All | +33.4% | -11.6% | +45.0% | +31.8% |
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