+201.8%
AG vs GGLL
+166.5%
+35.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.0% |
| 7D | -10.0% | +7.7% | -17.6% | -11.4% |
| 30D | -10.5% | -30.2% | +19.7% | -4.3% |
| 3M | -27.3% | -31.3% | +4.0% | -22.2% |
| 6M | -43.0% | -52.1% | +9.1% | -34.6% |
| YTD | -17.9% | -25.9% | +7.9% | -16.3% |
| 1Y | +11.9% | -8.5% | +20.4% | +8.3% |
| 3Y | +201.8% | +165.5% | +36.3% | +123.0% |
| All | +201.8% | +166.5% | +35.3% | +123.0% |
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