+177.6%
AG vs GGLL
+328.7%
-151.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.5% |
| 7D | +1.0% | -4.8% | +5.8% | +2.0% |
| 30D | +19.2% | -13.7% | +32.9% | +22.5% |
| 3M | +6.2% | -21.9% | +28.0% | +10.4% |
| 6M | -26.7% | +11.7% | -38.3% | -29.8% |
| YTD | +26.1% | +2.3% | +23.8% | +22.1% |
| 1Y | +131.7% | +76.2% | +55.5% | +99.0% |
| 3Y | +255.3% | +245.0% | +10.4% | +157.8% |
| All | +177.6% | +328.7% | -151.0% | +107.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling